DUBAI, March 24 (Reuters) - An al Qaeda-linked group has claimed responsibility for a failed mortar attack on the U.S. embassy in Yemen last week that wounded girls at a nearby school and a group of soldiers.

"One of the (mortar rounds) missed its target and fell on a school near the embassy. We ask God to hasten the recovery of the schoolgirls," Yemen Soldiers Brigades said in an Internet statement dated March 21.

"We have previously warned Muslims not to come near government and foreign facilities," added the group, which says it is part of al Qaeda in Yemen, in the statement posted on a Web site often used by al Qaeda.

Yemen said 13 schoolgirls and five soldiers were injured in the "terrorist attack" on Tuesday which Washington said targeted its embassy but had failed.

A Yemeni state newspaper said on Saturday a wanted al Qaeda member had carried out the attack, citing an unidentified security official.

The Brigades last month claimed responsibility for deadly attacks on Spanish and Belgian tourists in the Arabian Peninsula country.

Yemen, the ancestral home of Osama bin Laden, is viewed in the West as a haven for Islamic militants, dozens of whom are jailed for involvement in bombings of Western targets and clashes with authorities.

Yemen, which joined U.S.-led efforts to fight terrorism after the Sept. 11, 2001, attacks on U.S. cities, has also witnessed a number of attacks targeting foreign tourists, oil installations, and U.S. and French ships. (Reporting by Firouz Sedarat, editing by Mary Gabriel)

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