A ministry official says police returned fire at two gunmen in the car, which fled the scene. It was unclear if anyone was injured. The official spoke on condition of anonymity because he is not allowed to speak to the press.
An attack on the embassy in September killed 17 people, including six militants. Al-Qaida later claimed responsibility.
A Yemeni security official said earlier Monday that the U.S. Embassy received a telephone call and an e-mail early in the day saying the U.S. and Russian embassies would be targeted by al-Qaida within a few hours.
