"A mine planted by suspected al-Qaeda elements struck a police vehicle on the main road in Shibam town of Hadramout province, leaving four police dead and two others injured," the local security official said on condition of anonymity.
The source added that two bombs were discovered and defused from the same area earlier in the day.
Hadramout has seen a series of attacks by al-Qaeda gunmen against security and army forces.
No one has yet claimed responsibility for the latest roadside bombing.
On Wednesday, a suspected al-Qaeda suicide bomber blew himself up in a religious celebration at the cultural center in Yemen's southern province of Ibb, killing about 33 people, security sources and medics told Xinhua.
The impoverished Arab country has been gripped by regional al-Qaeda insurgency since 2009. Terrorist groups, mainly based in the southern and eastern provinces, have launched frequent suicide attacks on army and security targets, leaving hundreds of people dead.