Dutch Foreign Minister Bert Koenders told MPs in a letter Thursday that the embassy staff had already been evacuated.
Koenders said that “the situation in Yemen is unpredictable at the moment.”
He also said that the “responsibility for the safety of our people at the mission was the deciding factor.”
He added that it was impossible to say just how long this situation would continue and said he hoped things would get back to normal soon.
Yemen's Shia Houthi rebels dissolved the parliament last week and said they would set up a "transitional council" and a government of technocrats to run the country for the next two years.
Netherlands' decision to close its embassy in Sanaa follows similar decisions by the missions of the United States, Britain, France and Italy.