Yemeni president Ali Abdullah Saleh on Saturday vowed to leave Yemen shortly for the United States.
Saleh signed a peace deal last month to hand his powers to his deputy after months of protests against his 33-year rule.
Injured in an attack on his residence in June, Saleh denied he would seek medical treatment in the US.
“I will stay several days before coming back. I will quit power but continue in political life as a member of the opposition,” he told a news conference.
Medics in Sanaa said at least eight people were killed when security forces opened fire on a rally in the capital on Saturday.
Anti-government demonstrators took to the streets in February to call on Saleh to step down.
They also want the newly-formed unity government to scrap a promise of immunity for Saleh and his family.
Saleh has long been a close ally of Washington in its fight against Al-Qaeda in the region.