Thousands of demonstrators stormed the US embassy in Yemen on Thursday in protest at a film deemed blasphemous to Islam.

Roads turned to chaos as up to 5,000 protesters surrounded the stronghold in Sanaa, climbing the gates and smashing windows.

In a desperate bid to hold them off, security guards fired shots in the air, but to no avail, witnesses said.

They said the demonstrators smashed windows of the security offices outside the embassy before breaking through the main gate of the heavily fortified compound.

There were reports of casualties on both sides but no details were immediately available.

Meanwhile, Egypt's President Mohamed Mursi pledged to protect foreigners and diplomatic missions in his country on Thursday, two days after protesters against a US-made film depicting the Prophet Mohammad scaled the walls of the US embassy in Cairo.

"We ought to protect all visitors, tourists and diplomatic missions," Mursi told a news conference in Brussels. "In Egypt, as you know, and everywhere in the Arab world, there is anger regarding what happened recently, those who made up that short movie that defames the prophet. We strongly condemn that."