The official said on Tuesday that gunshots were heard after the blasts at the compound in Seyoun, the second largest city in Hadramout province. Witnesses saw plumes of smoke rising into the air.
Security officials said the bombers' cars detonated before they could enter the compound and the defence ministry sent out a text message saying soldiers had foiled the attack.
Eight people were wounded in the assault, the security sources told Reuters.
Al Qaeda in the Arabian Peninsula (AQAP), which operates in eastern Yemen, claimed responsibility for the attack, saying on its Twitter account that it had killed and wounded dozens.