Assailants on a motorcycle fired at officer Mahmoud al-Naqib – killing him instantly – before fleeing the scene, eyewitnesses told The Anadolu Agency.
No group has claimed responsibility for the attack thus far.
However, similar attacks in the past on Yemeni security personnel have been claimed by Al-Qaeda, which since 2011 has been fighting government forces.
Moreover, a military source told AA that three Yemeni troops were killed earlier Friday in the southern Hadhramaut province by a bomb that went off near a military vehicle.
Yemen has been dogged by turmoil since pro-democracy protests forced autocratic President Ali Abdullah Saleh to step down in 2012 after 33 years in power.
According to the government, Al-Qaeda remains active in several parts of the country's south, from which it stages sporadic attacks on army and police personnel.