Meanwhile, a one-minute video recorded by a resident and posted on local media showed that the clashes started with a brief exchange of gunfire around the prison with several shells shining in the sky, followed by a powerful explosion.
No one has claimed responsibility for the attack, but Al Qaeda in the Arabian Peninsula was blamed by the government for such kind of attacks.
Security personnel have blocked roads leading to the prison in northern Sanaa, which is close to the country's main airport.
Yemen has been battling the Al Qaeda group which killed hundreds of government officials and military officers, and frequently attacked state and military institutions in the past two years.
The security situation in Yemen worsened after political upheaval broke out in 2011 and severely weakened government control.
Tribal fighters and the Al Qaeda group frequently attacked government interests, foreign missions and kidnapped foreigners.
Three Westerners have been kidnapped in less than two weeks in Sanaa.