Police source said on Wednesday that at a dozen others were wounded in the explosion that targeted centre of Houthi fighters near the police academy officers’ club.
The blast was heard across the city and a large plume of smoke was visible in the area of the college.
Al Jazeera's Omar al Saleh, reporting from Sanaa, said the pictures coming out from the scene suggest the number of casualties is likely to rise.
Photographs purporting to be of the aftermath of the explosion, distributed on Twitter, showed the mangled wreckage of a vehicle and bloodied people lying prone on a pavement, but the pictures could not be immediately verified.
No one has claimed responsibility.
Security in Yemen has diminished since a 2011 popular uprising that led to a change of government and splits in the army. Al Qaeda in the Arabian Peninsula (AQAP), one of the movement's most active wings, has staged a growing number of bombings and shootings across the country.