(Adds Somali government reaction in paragraph 5, edits)

SANAA, April 20 (Reuters) - A leader of Somalia's Islamist insurgents said on Friday some Ethiopian soldiers had fled to Yemen from the fighting in the capital Mogadishu and called on the Arab country not to extradite them.

Yemeni newspapers have reported that dozens of Ethiopian soldiers were among Somali refugees who arrived in Yemen in the past week, but Yemeni and Somali officials denied the reports.

"This war is illegal and immoral and any soldier who flees from it for fear of killing or being killed deserves to be ... treated in a humanitarian way," Sheikh Sharif Ahmed, a leader of the Islamic Courts Council, told Al Jazeera television.

"We ask our brothers in Yemen ... not to hand them over to the Ethiopian regime because it is known that they would be either tortured or killed," said Ahmed during a visit to the Eritrean capital Asmara.

Somali deputy defence minister Salad Ali Jelle, reacting to the reports, told Reuters: "There is nothing like that. That's not true ... I don't see why the Ethiopian troops should have escaped from Mogadishu while they are also stationed in Galkaayo which is closer to Yemen than Mogadishu."

Yemen, located across the Gulf of Aden from Somalia, is a frequent destination for Somali refugees.

More than 200,000 people have left Mogadishu since February during fighting between the Ethiopia-backed government and Islamist insurgents and clan fighters.

Sporadic shelling and gunfire shook Mogadishu on Friday, but Somali President Abdullahi Yusuf downplayed this week's violence, which residents say has killed at least 30 people and wounded scores more. (Additional reporting by Guled Mohamed in Nairobi)

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