The car raced towards the bank when it came under fire by security guards and exploded, wounding five people.
An bomb-laden car exploded in the southern city of Aden close to the headquarters of Yemen's central bank on Saturday and five people were injured, local security sources said.
Yemen has been engulfed in a civil war that has pitted the Houthis, an Iranian-backed militant group, against forces loyal to the Saudi-backed government of Abd-Rabbuh Mansur Hadi, based in Aden.
Security guards fired at the car as it moved at high speed towards the bank's building and it then blew up, security sources said.
The blast caused minor damage to the building in a central district of Aden known as Crater and two cars nearby, one belonging to security guards and the other to a private citizen, caught fire and burned.
There was no immediate claim of responsibility for the attack.
It was believed to be the first attempt to target the central bank since President Abd-Rabbu Mansur Hadi's decision in September to appoint a new governor and move its headquarters from the capital Sanaa, controlled by Houthis, to the southern port city of Aden, where his government is based.
Hadi is backed by a Saudi-led Arab coalition that has been trying to roll back gains made by the Iran-aligned Houthis since 2014 and restore the president to power.
According to the UN, over 10,000 people have died as a result of the conflict and 2.2 million Yemenis have been internally displaced.
Some 14 million of Yemen's population -- more than half of Yemen's population of 26 million—need food aid and seven million are suffering from food insecurity according to Jamie McGoldrick, the UN humanitarian coordinator.