Captain Shaeq Mohammed Shaeq was shot with an assault rifle from a motorcycle carrying two men in Aden's Al-Qahera neighbourhood, the official said.
The attack comes a day after two soldiers were killed and 11 wounded in a failed attempt to assassinate the commander of the First Military Region, General Abdulrahman al-Hulaili, in southeastern Hadramawt province.
Al-Qaeda in the Arabian Peninsula claimed Monday's bomb attack on the general's convoy, and said it had killed an intelligence officer in a separate incident.
Signup to our newsletter and follow us on Facebook and Twitter!
On Sunday, a similar bombing targeted the commander of the 31st Armoured Battalion, General Farej al-Atiqi, in the southern city of Aden.
Atiqi escaped unharmed, but his driver was killed and two bodyguards were wounded.
Security forces are often the targets of attacks blamed on AQAP, which the United States regards as the global extremist network's deadliest branch.
AQAP has exploited the weakened central authority in Yemen since the president Ali Abdullah Saleh stepped down in 2012 following a year-long popular uprising.
Its presence is strongest in the south and southeast of the country, but AQAP has also launched attacks in the capital itself.