SANAA (AFP) - Yemeni security forces were on high alert on Sunday around Western embassies in Sanaa which are to remain closed following a US warning of a major Al-Qaeda attack.

Special forces with armoured personnel carriers were stationed outside the US embassy and the missions of Britain, France and Germany, an AFP correspondent reported.

"We are already in a state of alert, but we have doubled our alertness," a police officer said, speaking on condition of anonymity.

Police and army checkpoints have been set up on all main streets around the capital, especially those leading to Western embassies.

Britain, France and Germany announced that their missions in Sanaa would remain closed Sunday and Monday - the first two days of the working week in Yemen.

Washington has closed its embassies across the Arab world after warning of the danger of a major Al-Qaeda attack in August that US lawmakers said involved the jihadist network's Yemen affiliate, Al-Qaeda in the Arabian Peninsula (AQAP).

The State Department issued a travel warning to US citizens on Saturday a day after announcing that some two dozen embassies or consulates would be closed on Sunday as a precaution.

The missions cover virtually all of the Arab world and also include two embassies in predominantly Muslim non-Arab Afghanistan.

Washington considers AQAP to be Al-Qaeda's most active and dangerous branch and has waged an intensifying drone war against the group's militants in Yemen that saw three deadly strikes in the five days to August 1.

US President Barack Obama hosted his Yemeni counterpart Abdrabuh Mansur Hadi for White House talks hours after the latest strike to to discuss joint efforts against the jihadists.