Another suspect was wounded along with the driver in the shooting at Harad, a town 15 kilometers (nine miles) from the Saudi border, the officials said, adding two of those killed were Saudis, Al Arabiya reported.
“As one of the soldiers climbed on board the bus for an inspection, one of the suspects opened fire and wounded him, prompting shooting from other soldiers at the checkpoint,” said a government official who gave the casualty toll.
All the six had been dressed in black robes and wore the niqab, a face-covering veil commonly worn by women in Yemen, the official in Harad said.
A suicide belt and arms were also found on board the bus, and the wounded suspect and driver were being questioned, said the security official.
Yemen has been facing threats from al-Qaeda-linked militants, many of them coming from neighboring Saudi Arabia.
Al-Qaeda-linked violence against Yemeni security forces has been growing since February 2012, when President Abd Rabbuh Mansur Hadi came to power in a one-man election backed by Saudi Arabia and the United States.
Fighters from the Shiite Houthi movement have been engaged in deadly battles with al-Qaeda militants to drive them out of the country.