The shooting took place on Sunday in the port city of Hodeida in western Yemen, the officials said.
The three US military trainers were traveling in a vehicle near their hotel in Hodeida when the gunmen attacked them.
No further details of the incident have been reported.
Meanwhile, a Yemeni security official said at least 50 people were killed in a bomb attack carried out in the capital, Sana’a, on Monday.
The bombing was conducted at the Sabeen Square of the capital as a battalion of Yemeni soldiers was rehearsing for an army parade to mark the 22nd anniversary of the unification of north and south Yemen, said the official, who spoke on condition of anonymity.