Dozens of Yemenis have been injured in clashes between pro- and anti-government activists, reports say.
Several thousand people joined anti-government protests in the capital Sanaa and were confronted by supporters of President Ali Abdullah Saleh.
There were also clashes in Aden where one person was reportedly killed by what police called "random gunfire".
Anti-government protesters are angry about corruption and unemployment, and want the president to resign.
Inspired by the revolutions in Tunisia and Egypt, demonstrators have been on the streets for seven consecutive days but the rally in Sanaa on Thursday is the largest gathering so far this week.
Hundreds of government loyalists - reportedly wielding daggers and clubs - ended up in pitched battles with several thousand rock-throwing anti-government protesters.
Police fired warning shots in the air and reportedly arrested about 50 demonstrators.
"I want to send a message to President Saleh," protester Hakim Mohamed told the Associated Press.
"I want to tell him to look at what the country and the situation are now, and to those he sent to beat us, like what Hosni Mubarak did, I am telling him that he should step down."
Government loyalist Hamoud al-Naqib said the students were creating "unnecessary upheaval".
"If the government was not responding to people's demands, (only) then they would have every right to demonstrate," he said.
President Saleh, who has been in power for 32 years, offered some concessions after the opposition coalition started organising protests last month.
He has agreed not to run for re-election and not to hand over power to his son.
But while the opposition coalition has agreed to hold talks, the concessions did not appease everyone and the latest demonstrations have been driven by a younger group, many of whom are students.
In the southern port city of Aden there were clashes for the second day in a row between protesters and police in the al-Mansura neighbourhood.
"At least one person has been killed and there are eight others that were wounded by random gunfire," an unnamed member of the municipal council told Reuters.
Earlier, hundreds of people staged a sit-in in Aden's city hall to protest against police treatment of demonstrators, after two people were shot dead during clashes with police on Wednesday.
President Saleh has sent his vice-president to Aden to head a committee to investigate the violence there, while he has also been touring the provinces trying to rally support.
There have also been protests in other Yemeni cities, including Taiz and Ibb.
The country's most prominent religious figure, Sheikh Abdul-Majid al-Zindani, has appealed for calm and said Muslim preachers were calling for a unity government.
"Change by street protest is rejected. It leads to chaos," he was quoted as saying.
Anti-government activists have called for a "day of rage" on Friday.