Earlier, medics said at least 20 people were killed when coalition warplanes bombed two buildings in the capital Sanaa, which the rebels overran a year ago.
A Saudi-led coalition air strike on rebels in a residential area of the Yemeni capital on Tuesday killed at least 21 people including civilians, witnesses and medics said.
Prime minister Khaled Bahah returned from exile to the main southern city of Aden last week, but acknowledged that his government still faces challenges, even in the south.
Yemeni Vice President and Prime Minister Khaled Bahah and his cabinet returned to Aden on Wednesday, saying they intend to run the country from there until they can go back to Sanaa.
Shiite Huthi rebels in Yemen claim to have captured several troops from Saudi Arabia, which is leading a coalition against the insurgents, parading one of the soldiers on television.
Yemen’s Cabinet was back in the country after months spent in self-imposed exile in Saudi Arabia and was working Wednesday out of the southern port city of Aden, a government spokesman said.
A military coalition led by Saudi Arabia has stepped up its attacks on Iranian-supported Houthi rebels in Yemen’s central province of Marib, as its forces draw nearer to the capital San’a.
The Saudi-led anti-Houthi campaign, which came at Hadi’s request, seeks to restore the internationally recognized president and his government to power and has been ongoing since March 26.