Unidentified gunmen shot dead three policemen in the centre of southern Yemen's largest city, Aden, on Friday, police said.
The assailants opened fire at a police checkpoint before torching a police vehicle at the scene and fleeing, the source added.
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While no one was immediately blamed, Al-Qaeda-linked militants have carried out numerous attacks on government officials in the south.
Deadly incidents have been on the rise in recent months as militants exploit a central government weakened by months of protests against President Ali Abdullah Saleh.
The group controls a number of towns in the south and is attempting to extend its influence to Aden.