"Ahmed Mubarak bin Nasr, an official with the criminal investigation department, was killed by unidentified gunmen in Ghayl Ba Wazir town in Hadhramaut," the source, requesting anonymity, told The Anadolu Agency.
The attackers fled the scene immediately following the shooting, he added.
The Yemeni authorities are yet to comment on the incident. No group has claimed responsibility for the attack either.
In recent months, scores of security personnel were killed in attacks in the country's south, for which officials point the finger at Al-Qaeda-linked militants.
The politically fractious country has recently appeared on the verge of civil war, with the Houthi militant group seeking to expand their control influence beyond capital Sanaa, which the Shiite militants seized in September of 2014.