Yemeni Houthis have reportedly surrounded the Republican Palace in the center of capital Sannaa, where the prime minister lives.
A government spokesman confirmed the prime minister was inside the palace.
Fiere clashes erupted between the Shiite rebels and presidential guards earlier in the day, resulting in at least nine deaths.
79 others, mostly civilians, have been injured.
The clashes are said to be the most intense since the rebels overran Sanaa in September.
Under an earlier agreement with Yamen's President, the rebel groups had pledged to withdraw from the capital once a new unity government was formed.
However the rebels are still deployed throughout the city and have been accused of attempting to stage a coup.