"Maj. Gen. Mahmoud Subaihi, defense minister in the outgoing government of Yemen, and Brigadier Faisal Rajab of the 119th brigade were released today by [Houthi leader] Abdul-Malik," the source said.
Subaihi served as defense minister under Yemen's ousted President Abd Rabbuh Mansur Hadi.
Hadi resigned in late January, after Houthis seized the presidential palace. He was under house arrest in the capital Sanaa before fleeing to the port city of Aden in February, disavowing his resignation. He reportedly arrived in the Saudi capital Riyadh on Thursday.
Tensions have been building in the country since August 2014 when a massive Houthi rebellion swept the country.
On Wednesday, Saudi Arabia and a number of other Gulf countries started carrying out airstrikes against Houthi positions in Yemeni capital Sanaa. The campaign is a response to a request by Hadi, according to the coalition.