Hadi expressed "reservations about continuing the current negotiations in Sanaa," the envoy Jamal Benomar wrote on his Facebook page, after a telephone conversation between the pair.
The Western-backed leader also "requested they be transferred to a 'safe place' to which the parties should agree," he added.
Hadi fled to the southern city of Aden on Saturday after sneaking out of Sanaa, where he was being held under house arrest by the Shiite Huthi militia that seized control of the capital.
The president renewed his commitment to the political transition process and UN-sponsored talks aimed at finding a solution to the worsening crisis in Yemen, according to Benomar.
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He also welcomed a United Nations Security Council resolution on February 16 demanding the Huthis withdraw their forces and refrain from further unilateral actions.
The militiamen have installed a "presidential" council aimed at replacing Hadi.
Hadi tendered his resignation last month under pressure from the Huthis but it was never approved by parliament.
In his first statement since escaping on Saturday, Hadi labelled the Huthi takeover as a "coup" and declared all their measures "null and illegitimate".
At a meeting of governors in Aden on Sunday, he called for restarting the political transition process that stalled after the Huthis overran Sanaa in September.
The process includes turning the republic into a federation of six regions, a proposal the Huthis have rejected, saying it divides the country into rich and poor areas.
Yemen, a traditional US ally in the fight against Al-Qaeda, has descended into chaos since the Huthis seized Sanaa and pushed to extend their control farther afield.