The United Kingdom Maritime Trade Operations (UKMTO) said on Sunday it had received a report of an incident 13 nautical miles southwest of Yemen's Al Mukha, but that the vessel and its crew were safe.
An UKMTO advisory note said a merchant vessel had reported being approached by 12 small craft which remained in the vicinity of the vessel for about an hour before leaving the area.
The vessel and crew were reported safe, and the vessel is proceeding to its next port of call, the advisory note added.
Yemen's Iran-aligned Houthi group has been launching drone and missile strikes in shipping lanes since November, saying that it acts in solidarity with Palestinians in Israel's war in Gaza.
In dozens of attacks, the Houthis have sunk two vessels, seized another and killed at least three seafarers.