UPDATE -- 6:30 pm ET:
Mohammed Albasha, spokesman for the Embassy of the Republic of Yemen in Washington, D.C., said in a statement Monday evening that "reports of an attack at or around the vicinity of the U.S. Embassy in Sana'a are incorrect."
"It was determined that the 'explosions' reported online were associated with a wedding procession moving through the area. Police have since detained the individuals who set off the fireworks," he added.
Yemeni security officials say a large explosion and heavy gunfire was heard near the U.S. embassy in the capital of Sanaa, according to the Associated Press.
The officials told the AP they were not sure how close the blast was to the embassy and spoke anonymously, saying they were not authorized to speak with the media
According to CBS Evening News, the U.S. Embassy in Yemen said they are not in danger.
Moreover, the Yemen Post reported the blast happened at a distance of 2-3 kilometers from the embassy and said that the U.S. Embassy was "not attacked or targeted."
Yemen is fighting a war against al-Qaida's local branch, considered by Washington to be one of the world's most dangerous offshoots of the terror network.
The Associated Press contributed to this report.
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