A Yemen health official and witnesses say at least 40 people have been killed and dozens wounded in a missile attack and coordinated suicide bombings in the southern port city of Aden.

The official says the missile struck a military parade underway on Thursday in Aden, the temporary seat of the UN-recognised Yemeni government. They spoke on condition of anonymity as they were not authorised to talk to reporters.

The website of the country's Houthi rebels quoted spokesman Brig Gen Yehia Sarea as saying the rebels fired a ballistic missile at forces loyal to the United Arab Emirates, a member of the Saudi-led coalition fighting the Iran-backed Houthis since 2015.

The parade was taking place in Aden's neighbourhood of Breiqa. The official didn't give a breakdown for the casualties at the parade but said several commanders were among the casualties.

Abdel Dayem Ahmed, a senior police official told The Associated Press that 11 were killed earlier in the day when an explosives-laden car, a bus and three motorcycles targeted a police station during a morning lineup.