The U.S. State Department has confirmed Yemeni President Abd Rabbu Mansour Hadi "is no longer at his residence" in the southern Yemeni city of Aden.
Reports have been suggesting Hadi has fled the country by sea from Aden, as Shiite militias advance on the southern port city.
However, Yemen's foreign minister says Hadi remains in the city, despite the danger.
Foreign Minister Riad Yassin says aircraft have been launching raids in Aden in an attempt to kill Hadi.
"They are trying to attack the president. Their planes are trying to fire rockets at the president. They also tried breaking into several institutions in places surrounding Aden. Thank God until now Aden is still standing and the president is still in Aden and he is trying as hard as possible to withstand."
A request has been made by the ousted Hadi administration to the Arab League to send a military force to intervene against the Houthis.
Meanwhile, local authorities say troops loyal to Yemen's former president Ali Abdullah Saleh, an ally of the Houthi militia, have captured an airport in Aden from forces loyal to Hadi.
Over the past year, the Houthi militia have battled their way out of their northern strongholds, overwhelming the capital, Sanaa and other regions along the way.
Aden, the country's economic hub, is the last area of the country where Hadi can draw support from.
