The government loyal to Saudi-led coalition left on Saturday Aden province, southern Yemen.
This comes at a time when the city is witnessing a state of congestion due to the collapse of services, especially electricity.
Southern media reported that Moeen Abdul-Malik, head of the pro-coalition government, left with a number of his ministers, without knowing their destination.
Moeen often goes to the Egyptian capital, Cairo, where he oversees a huge investment operation run by his son there.