Sanna: Embattled Yemeni President Ali Abdullah Saleh flew to Saudi Arabia for urgent medical care after a rocket attack on his palace, deepening the crisis in this key US ally in the war against terror that has been shaken by months of protests calling for the leader's ouster.

Saleh's abrupt departure on Saturday followed intense pressure from his powerful Gulf neighbours and longtime ally Washington to step down amid fears that the chaos would plunge the country into anarchy and undermine the US-backed campaign against al-Qaeda's most active branch.

The ongoing unrest has already cost the government control of some remote provinces and al-Qaeda in the Arabian Peninsula and other Islamist extremists have exploited the turmoil to bolster their position in the Arab world's poorest country.

"Saleh was an inconsistent partner in the war against al-Qaida," said Rick Nelson, a counter-terrorism expert at the Center for Strategic and International Studies in Washington.

Saleh, who is in his late 60s, had agreed to transfer power several times, only to step back at the last moment.

Analysts said it appeared unlikely Saleh would return to Yemen, given the opposition by large segments of the population and a powerful tribal alliance that took up arms after peaceful protests failed to persuade him to step down.

A video showed hundreds of protesters in the Sanaa square where activists have camped out for months dancing and singing, some riding on each other's shoulders. The video's date could not be confirmed.

A Yemeni official, who spoke on condition of anonymity because he wasn't authorised to release the information, said Saleh had left with most of his family.