Naji Nasm, who backed the Islamist opposition Islah (Reform) party, was shot dead during a demonstration in the northern al-Jawf province, the official told Reuters.
The impoverished Arabian Peninsula state has been rocked by weeks of demonstrations that have undermined Saleh's 32-year grip on power, with both pro- and anti-government factions appearing to resort increasingly to violence in the struggle.
At least eight demonstrators and three soldiers have died since Saturday, raising the death toll from unrest to almost 40.
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