A Saudi bomb-maker is the prime suspect in the plot to send parcel bombs to the United States.
Ibrahim Hassan al-Asiri is the brother of a bomber who tried to assassinate the Saudi security chief last year.
At least one of the devices sent from Yemen and addressed to synagogues in Chicago used an explosive called PETN.
US officials say the bombs suggest the work of al Qaeda.
Yemeni authorities have announced special security measures to check cargo leaving the country. Unconfirmed reports say they have made further arrests.
At least one of the parcel bombs left Yemen on a passenger plane. One report says both did, but that too has not been confirmed.
A female student from Sanaa University, originally arrested in connection with the plot, was freed to tumultuous scenes as hundreds of people shouted their support for her.
“I just want to say thank you,” said Hanan al-Samawi. “Thanks to everyone who have supported me during this nightmare. Thank God they (the policemen) have realised they got it wrong. Thanks to everybody.”
The authorities say she was the victim of identity theft by someone who knew her name, address and phone number.
Reports from the UK say the tip-off to the authorities about the parcel bombs came from a repentant al Qaeda member, believed to be a former detainee at Guantanamo.