On Thursday, Yemeni protesters stormed the US embassy in the capital.
The victim was killed when the security forces opened fire on the furious demonstrators.
Police also used water cannons to disperse the protesters.
Dozens of demonstrators were also injured.
Reports say the protesters set a number of diplomatic cars on fire.
On September 11, demonstrators in Libya attacked the US consulate building in the city of Benghazi, protesting against the movie, named Innocence of Muslims. US Ambassador to Libya Christopher Stevens and three consulate staff members were killed in the incident.
In Egypt, a similar demonstration was also held on September 10.
Thousands of Egyptians gathered in front of the US embassy in Cairo, scaled the walls of the embassy, pulled down the US flag, and called for the expulsion of the US ambassador to Egypt.
Washington has been evacuating most of its diplomatic staff from Libya to Germany following the attack.
US President Barack Obama has also ordered diplomatic missions in other countries to step up security.
Outrage is growing across the Muslim world over the $5-million movie that was financed by more than 100 Jews.