The source, speaking to Reuters news agency, reported that the Russian instructors were working in cooperation with the Yemeni army and were gunned down as they left the hotel they were staying in the south of Sanaa.
The Russian Defence Ministry could not immediately be reached for comment, according to Reuters.
It was not immediately clear who was behind the attack on the instructors, according to Reuters, who reported that there have been repeated assassinations and drive-by shootings in the country as part of the uprising in the Gulf state that cause long-serving President Ali Abdullah Saleh to step down in 2011. Authorities have blamed these attacks on Islamist militants linked to Sunni extremist group Al Qaeda.
Due to rising unrest, Yemen's army long relied on foreign advisers to help control the militant elements that run rampant in some part of the country - but since Yemen became more stable, only a handful of military instructors remained, Reuters reported.