The protesters also called for an end to the US assassination drone attacks in Yemen.
The US has come under fire for increasing its drone attacks in Yemen, where the people have held many demonstrations to condemn the violation of their national sovereignty.
Washington has stepped up its assassination drone operations in the country over the past few years.
The US claims it is targeting militants, but witness reports and figures provided by local officials indicate that civilians are the main victims of the attacks.
The United Nations has censured the US drone attacks as targeted killings, stressing that they flout international law.
Last October, Human Rights Watch (HRW) said the US drone strikes in Yemen had led to the death of many civilians over the past years in a blatant violation of international law.
The angry protesters blamed Washington for spreading terrorism across the globe and called for the release of Yemeni detainees held in the notorious US-run Guantanamo prison.
The demonstrators also accused Washington of preventing the fulfillment of the demands of a popular uprising that took place three years ago.
Former Yemeni dictator Ali Abdullah Saleh, who ruled Yemen for 33 years, stepped down in February 2012 after nearly a year of mass street protests against his rule under a US-backed power transfer deal in return for immunity.
But Yemenis say that so far there has been no improvement in the country and their demands have not been met because Saleh loyalists and his family members are in control of power positions in the government, as well as the military and security apparatus.