Follows a move by the US to close its embassies in the UAE, Iraq and Egypt
France said it would close its embassy in Yemen for several days from Sunday and urged its citizens in the country to take precautions because of elevated security threats.
The decision came after similar moves by Britain and Germany, which followed a US decision to close more than a dozen embassies temporarily in the Middle East and Africa.
The US State Department said on Thursday American embassies that would normally be open this Sunday - including those in Abu Dhabi, Baghdad and Cairo - would be closed that day because of unspecified security concerns. On Friday, it also issued a global travel alert to its citizens.
"Intelligence officers have reporting from a reliable source that a major plot is under way and that the team to carry it out has been selected and is in place," CBS News reported on Saturday.
However, US authorities do not know the date, the timing or the target of the planned attack, it said.
"We have elements that lead us to believe that the threat is very serious and other countries have also taken similar steps," French President Francois Hollande said during a Saturday visit to southwest France focused on agricultural issues.
"Therefore the embassy (in Yemen) will be closed for several days. We are also conscious that we will have to keep up extreme vigilance in the coming weeks, especially for people travelling in the area."
A French Foreign Ministry spokesman confirmed the move but said only that the embassy would be closed on August 4.
Interpol, the France-based international police agency, on Saturday issued a global security alert advising member states to increase vigilance against attacks after a series of prison breaks in Iraq, Libya and Pakistan. Interpol said it was investigating to determine if the escapes were linked.
Prison breaks took place in Pakistan on July 31 in a Taliban-led operation, and in Iraq at the Abu Ghraib prison overnight on July 22. Some 500 convicts, among them senior al Qaeda operatives, escaped from Abu Ghraib.
More than 1,100 inmates broke out of a prison on the outskirts of Benghazi on July 27.
The European Union said that it would be taking "all necessary precautions" following the US announcement.
"We are particularly concerned about the security situation in the final days of Ramadan and into Eid," the British Foreign Office said in a statement, referring to the Muslim holy month which ends on Wednesday evening.