"We are informed directly and indirectly of threats concerning our installations overseas and even our nationals, threats coming from Al-Qaeda," Hollande said.
"I have already decided to close the French embassy in Yemen because there we have elements suggesting extremely serious threats. ... So this embassy
will be closed for several days," Hollande said in a statement.
A foreign ministry spokesman had earlier told AFP the embassy would be shut only on Sunday and Monday.
The United States had issued a worldwide alert on Friday warning of plans by Al-Qaeda to launch an attack in the Middle East or North Africa in August.