The United States were holding a total of 112 Yemeni citizen at Guantanamo Bay.
Karman was the first Yemeni citizen and first Arab woman to win a Nobel Prize.
Khallad and al-Taizi were both Yemeni citizens, thus not able to easily obtain visas to the United States.
He is also said to have used the alias Isse, and some reports in the news media here have identified him as a Yemeni citizen.
But he added that the Constitution gives all Yemeni citizens "the right to move and travel without restrictions" elsewhere.
She is the first Yemeni citizen and first Arab woman to win a Nobel Prize.
The authorities said a ringleader of the group was Fawaz Yahya al-Rabeei, a Yemeni citizen.
Asked why the government of Yemen was paying him, he said, "Because the sheik is a Yemeni citizen and the government wants to help him."
"Awlaki and his organization have been directly responsible for the deaths of many Yemeni citizens," he said.
Mr. al-'Owhali had been identified as a Yemeni citizen, but officials in that country denied it.