(Repeats to add missing word in first paragraph)
* Active al Qaeda wing in Yemen makes it security priority
* Tight security includes road blocks, stringent checks
* At least 15 U.S. drones strikes against militants in 2013
Soldiers blocked roads outside Western embassies in Sanaa on Sunday, after a U.S. warning of a possible major militant attack in the Middle East prompted the closure of many missions in Yemen and U.S. missions in several other Arab states.
Security in Yemen, home to one of the most active wings of al Qaeda, is a global concern as the impoverished Arab Peninsula state shares a long border with Saudi Arabia, a U.S. ally and the world's top oil exporter.
While Washington has not disclosed the origin of the threat, the U.S. alert followed a renewed warning from al Qaeda leader Ayman al-Zawahri to take revenge for U.S. drone attacks on its fighters and imprisonment of Islamist militants in Guantanamo.
The day after the U.S. warning, international police agency Interpol asked member states to increase their vigilance against attacks after a series of prison breaks in Iraq, Libya and Pakistan in which al Qaeda is suspected to be involved.
In Sanaa's eastern districts, Yemeni soldiers closed roads around the U.S. and British embassies, witnesses said, only allowing residents through only after rigorous checks, while troops with automatic rifles stood outside the French embassy.
"There is a high level of coordination with the American side, and these measures have been taken due to fears of attacks by al Qaeda," a Yemeni security official told Reuters.
The French embassy was closed on Sunday, following the lead of Britain and Germany, which shut their missions after the United States said it was closing more than a dozen missions in the Middle East and Africa.
Security was also bolstered around the Presidential Palace in Sanaa, as well as near the Saudi embassy in the centre of the Yemeni capital, causing big traffic jams.
"LIVING IN TERROR"
"Living near Western embassies has become a source for suffering," said Mohammed Kamel, a Yemeni in his 30s who lives near the French embassy.
"Every time there is a warning, we live in terror awaiting an explosion or an attack," he said.
A shop owner near the U.S. embassy, under tight security since crowds tried to storm it in 2012 over a film released in the United States seen as insulting Prophet Mohammad, said many locals had moved elsewhere to escape stringent security.
Yemen has one of the world's most active militant networks and is home to al Qaeda in the Arabian Peninsula (AQAP) which has plotted attacks on international aviation from Yemen.
Its affiliates have also repeatedly targeted senior Yemeni military officers and military and security installations with suicide attacks since the army drove its affiliates out of southern Yemeni strongholds last year.
Last week, suspected al Qaeda militants killed the Saudi bodyguard and Yemeni driver of a Saudi diplomat in Sanaa, and gunmen on a motorcycle shot and killed a Yemeni soldier guarding the Italian embassy in southern Sanaa, security sources said.
The United States has repeatedly hunted suspected al Qaeda militants in Yemen with drone strikes, killing dozens, including senior some senior leaders such as Saudi-born Saeed al-Shihri.
Three such drone strikes in Yemen in the past 10 days killed 10 suspected militants before a visit to Washington by Yemeni President Abd-Rabbu Mansour Hadi.