The Saudi-backed Yemeni government of President Abd-Rabbu Mansur Hadi has decided to sever diplomatic relations with Iran.
State-owned Aden television made the announcement on October 2 without elaborating.
Bahrain recalled its ambassador from Iran on October 1.
The Saudi-led coalition intervened in the war in March to try to restore Yemen's government after it was forced into exile by the Huthi, a Shi'a insurgent group.
The intervention comes amid concerns over what Gulf Arab states see as Iran's growing influence in the region.