(Updates with al Qaeda link, details)

SANAA, Jan 19 (Reuters) - Yemeni government forces have killed two suspected al Qaeda militants and wounded another in a raid at their hideout in the capital Sanaa, the official state news agency reported on Monday.

A fourth member of the al Qaeda cell escaped, the agency said, adding that one of the two militants killed was a national of neighbouring Saudi Arabia and wanted in both Arab countries.

It identified the Saudi militant as Salem Mohammad Muqsef.

Islamists linked to al Qaeda launched a failed campaign of violence to destabilise Saudi Arabia's ruling family from 2003 to 2006.

In November, two Yemeni soldiers and a civilian were killed in clashes between suspected militants and government forces in the southern province of Abyan.

Yemen, Osama bin Laden's ancestral home, joined the U.S.-led "war on terrorism" after the Sept. 11 attacks on U.S. cities in 2001.

Yemen has jailed scores of militants in connection with bombings of Western targets and clashes with authorities, but is still viewed in the West as a haven for Islamist militants. (Reporting by Mohamed Sudam and Mohammed Ghobari; Writing by Inal Ersan; Editing by Alison Williams)

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