Abu al-Ghaith al-Yamani - who signed the Islamic Jihad group's statements and was thought to be its leader - was among the six arrested, it said.

But the website, in detailing the arrests, did not mention the attack on the US embassy, saying only that the six were detained for threatening to target other foreign embassies including the Saudi and British embassies.

On Thursday, the Islamic Jihad group had said it was behind Wednesday's twin car bombings of the US embassy but the authenticity of the statement, which bore no seal, could not be independently verified.

The group had said it belonged to Al-Qaeda and threatened to attack the British and Saudi embassies and assassinate high state officials unless the government freed its jailed members.

'This cell was involved in releasing statements on the Internet in the name of Islamic Jihad ... and threatening to target embassies (including) those of Saudi Arabia, Britain, United Arab Emirates and Netherlands,' said the September 26 website, which is run by Yemen's armed forces.

It quoted security sources as saying the group was drawing up a list of women working at some embassies, without elaborating.

Meanwhile, the Interior Ministry said two Yemenis injured in Wednesday's attack - a soldier guarding the embassy and a civilian - had died, bringing the toll to 19, including six militants, the state news agency Saba said.

Wednesday's bombings were the biggest militant operation in Yemen since the attacks on the French tanker Limburg in 2002 and the US warship Cole in 2000.

The US State Department has said the embassy bombings bore 'all the hallmarks' of an Al-Qaeda attack.

The Yemeni government joined the US-led war against terrorism following the September 11 attacks on US cities in 2001.

It has jailed scores of militants in connection with bombings of Western targets and clashes with authorities, but is still viewed in the West as a haven for Islamist militants. -- REUTERS