The spokesman who asked not to be named refused to give further details.
With a number of foreign oil companies stationed there, Shabwa is thought to be a stronghold of al-Qaida militants where the most wanted cleric Anwar al-Awlaqi along with some al-Qaida leaders are believed to be lurked in tribal havens.
Friday's attack came amid a series of deadly attacks on security personnel and intelligence headquarters in the country's south during the past two months, which attributed to the Yemen- based resurgent al-Qaida arm in the Arabian Peninsula.
On Thursday, a provincial security official told Xinhua that three soldiers were killed and several others were wounded in an attack by a group of militants believed to be affiliated to al- Qaida in southern Yemeni province of Abyan.
The Yemeni Defense Ministry said later that terrorists were behind that attack.