(Adds U.S. State Department comment)

SANAA, Jan 26 (Reuters) - Shooting broke out outside the U.S. embassy in Yemen on Monday and security officials detained three people for questioning.

No one was hurt but Yemeni and U.S. officials gave different accounts of the incident near the fortified embassy, where twin suicide car bombings killed 16 people outside the mission in September in an later attack claimed by al Qaeda.

Yemeni security forces "exchanged gunfire with an unknown group of individuals in the vicinity of the U.S. embassy," State Department spokesman Gordon Duguid said in Washington.

"The exact circumstances and motivations behind this incident are unclear, and an investigation is ongoing," he said, adding that no U.S. personnel were harmed and the embassy was not damaged.

A Yemeni official said security forces had fired into the air to warn an approaching car. "Three people who were in the car are being questioned," the official told Reuters. "It does not seem that they had shot at the checkpoint."

But another Yemeni security official said gunmen in the car had opened fire at a checkpoint, hours after the U.S. mission received a threat.

"The U.S. Embassy has received a threat against the embassy compound regarding a possible attack which could take place in the foreseeable future," the embassy said earlier on its website.

The embassy had urged Americans to be cautious in the Arab country that has been the scene of al Qaeda attacks on Western interests.

Yemen has jailed scores of militants in connection with the bombings of Western targets and clashes with authorities, but is still viewed in the West as a haven for Islamist militants.

GUANTANAMO DETAINEES

The latest incident came days after al Qaeda's wing in Yemen issued a video on the Internet, carrying a call by its leader for attacks on Western targets, and saying two Saudis released from the U.S. military prison camp in Guantanamo Bay had joined the group as commanders.

"We have to cut off the supplies of the Zionist-crusader (Israeli-Western) campaign and kill any of the crusaders we find on our land," Abu Basir al-Wahayshi, leader of al Qaeda in the Arabian Peninsula, said on the video.

After the video was issued, a Saudi Interior Ministry official said nine militants who had undergone "rehabilitation" before being released, including some Guantanamo returnees, had been re-arrested, the state news agency SPA reported. The official did not give the exact dates of the arrests.

Yemeni President Ali Abdullah Saleh said on Saturday he expected the repatriation soon of 94 Yemenis held at the Guantanamo Bay prison camp, adding that they would be living with their families at a center to undergo "rehabilitation ... to rid them of extremism" before being released.

Yemen, al Qaeda leader 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. (Reporting by Mohammed Sudam; writing by Firouz Sedarat; Editing by Jon Boyle and Chris Wilson)

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