The officials say they suspect al-Qaida militants are behind the gruesome killing of the three men. Next to the bodies, police found CD's linking al-Qaida to the murders. They gave no details.
The security officials spoke on condition of anonymity in line with police regulations.
Local media reported Tuesday that the CD's showed the men confessing to being informants for the Yemeni government against al-Qaida, placing tracking devices on cars that became targets of U.S. drone strikes.
Al-Qaida is active in the impoverished nation on the southern tip of the Arabian Peninsula. The group has been blamed for several attempted attacks in the United States.