Pro-Saleh protesters gathered near the presidential palace in Sanna waving Yemeni flags and photographs of the outgoing President.
The attack comes as tensions have been escalating in the long stalemate between the regime and the opposition.
The opposition earlier said talks can only take place after Yemeni President signs a Gulf Arab plan.
The so-called Alliance of Yemeni Tribes pledged to protect and defend popular revolution of youths.
Most of the children died of wounds from live ammunition during
Day in Pics: 30th September
Showbiz World - September 30, 2014
George Clooney - Amal Alamuddin grand Venice wedding