The five new COVID-19 cases were detected in Aden, a southern port which is interim headquarters of a government ousted from the capital Sanaa more than five years ago by the Iran-aligned Houthi group in a war that has created the world's largest humanitarian crisis.
Previously Yemen had detected only a single case.
International health officials have long warned that Yemen's population could be extremely vulnerable to an outbreak, which would be difficult to detect in a country where health infrastructure has been degraded by poverty and war.
An emergency committee for coronavirus maintained by the Aden-based government said in a tweet that it would release more details about the five new cases.
Authorities told Reuters they have been unable to track down "patient zero" for Yemen's infections, an important step in tracing people potentially exposed to infection and containing an outbreak.
On Tuesday the United Nations said there was a "very real probability" the virus was circulating within communities.
Health workers say the virus could spread rapidly in a country where 24 million people - 80% of the population - rely on aid, and 10 million are at risk of famine.
Yemen's only previous laboratory-confirmed case was detected on April 10 in the southern port of Ash Shihr. The 60-year-old port official has since recovered and tested negative for the virus, the committee said on Monday.
Two sources familiar with the matter have told Reuters there has been at least one confirmed case in the capital Sanaa, which is controlled by the Houthis.
But the Houthi Health Ministry denied this and said all suspected cases had tested negative for COVID-19.
On Wednesday the Aden-based government's emergency coronavirus committee said it had concerns that Sanaa authorities were not admitting to a coronavirus outbreak there.
Responding to the newly confirmed cases, authorities in Aden announced a three-day, 24-hour curfew starting at midnight.
The announcement came from the Southern Transitional Council (STC), a separatist group that declared self-rule on Sunday in southern Yemeni governorates including Aden.
Mosques were also closed until further notice in Aden, and shopping centres and restaurants for two weeks. Markets selling qat, the mildly stimulant green leaf chewed daily by many Yemenis, will continue to be closed across all southern governorates and its sale banned in and around towns.Wholesalers will be asked to store a certain amount of reserve goods, before certain amounts are allowed for export, the STC statement said.