Long on the front line of the war against Al-Qaeda, Yemen has descended into chaos since Shiite militiamen, known as Huthis, seized Sanaa in September and ousted the government last week.
Riyadh, Berlin and Rome said they had temporarily closed their missions in the capital Sanaa.
"Due to the deteriorating security and political situation in the Yemeni capital, Saudi Arabia has suspended all embassy operations in Sanaa and evacuated all its staff," said the Saudi foreign ministry.
The United States, Britain and France have rushed to close their embassies over security fears, with US staff destroying top-secret documents and sensitive equipment before pulling out Wednesday.
The Netherlands followed suit the next day. The Huthis said Western powers had no reason to shut their embassies, insisting security was solid in the capital.
"The situation is anything but stable," said a German foreign ministry spokeswoman, calling the ouster of the government by the Shiite militiamen "unacceptable, dangerous and with consequences for the region".

"We decided yesterday to temporarily close the embassy in Sanaa and the personnel departed the country early this morning," she said.

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