The anti-government demonstrators were nabbed as police dispersed protesters who were gathering to hold a sit-in outside Al-Nur mosque in Aden, police said.
Witnesses said police used tear gas and fired warning shots to disperse the protesters and that two demonstrators were wounded after being beaten with batons.
Meanwhile, thousands of anti-government protesters took to the streets in the city of Ataq, in the eastern province of Shabwa, on the third consecutive day of protests, witnesses said.
"People want to topple the regime," demonstrators chanted, echoing a slogan that has gripped many Arab capitals and that has already forced the presidents of Tunisia and Egypt to quit.
An MP from the neighbouring Al-Bayda province announced Friday his resignation from the ruling party of Saleh in protest to using force against demonstrators.
Ali al-Umrani announced his decision to quit the General People's Congress and join anti-government protests at an anti-Saleh demonstration in the capital, Sanaa.
Another member of the GPC, prominent businessman Nabil al-Khameri, also announced his resignation to protest the violence.
Eleven MPs who had quit GPC last week have since announced forming a new parliamentary bloc, named as the "Free Deputies", headed by MP Abdo Bisher.
Yemeni troops killed four demonstrators and wounded seven others on Friday when they fired on an anti-regime rally in the northern Amran province, officials and Shias rebels said.
The shooting came a day after the opposition and clerics offered embattled Saleh a smooth exit from power.