Reports said a car bomb had been detonated near a crowd of students,
but this could not be confirmed.
Witnesses said the blast was heard across the city and a large plume
of smoke was seen.
Yemen has been unstable since protests in 2011 forced then-President
Ali Abdallah Saleh from office.
Photographs on social media purporting to be of the scene of the blast
showed the wreckage of a vehicle and bodies lying on a pavement.
No group has so far said it carried out the attack in Sanaa on Wednesday.
However, Islamic militants belonging to al-Qaeda in the Arabian
Peninsula (AQAP) have staged an increasing number of bombings and
shootings across the country.
The insurgents have also seized parts of the country's south and east.