* President says Yemen is at war with al Qaeda
* State faces a range of militant challenges
* United States providing support, including drones
SANAA, May 25 (Reuters) - Yemen's security forces killed five al Qaeda members and captured four in a raid north of the capital Sanaa on Sunday, a government official said, escalating a campaign against militants responsible for a wave of attacks across the country.
Anti-terrorism units raided a cell in Bayt al-Othdri, in the Arhab region, the official, who asked to remain anonymous, said.
"The forces exchanged fire with the wanted men who were holed up inside a house," he said. "Five were killed and four were captured." An officer of the country's intelligence service also died in the gunfight, he said.
President Abd-Rabbu Mansour Hadi said last month that Yemen was at war with al Qaeda, as the militants have stepped up attacks on government facilities after being driven out of strongholds in southern Shabwa and Abyan provinces.
Yemen has been in turmoil since 2011, when mass protests forced long-ruling president Ali Abdullah Saleh to step down.
As well as the al Qaeda threat, the country faces challenges from separatists in the south and an emboldened Shi'ite tribal militia trying to cement its control of the northern highlands.
Clashes have repeatedly erupted in the past months between government troops and members of the Houthi group - named after the Shi'ite tribe of its leaders - as Sanaa struggles to restore nationwide control.
Yemeni troops killed five Houthi members on Sunday in fighting outside the city of Omran in the northern province of the same name, tribal sources and local officials said. Three soldiers were killed.
The fighting followed two days of clashes outside Omran city last week in which a total of 24 from both sides died.
Government forces killed scores of al Qaeda militants last month in a campaign against their strongholds in southern Shabwa and Abyan provinces.
Al Qaeda in the Arabian Peninsula, regarded by the United States as one of the most active wings of the network founded by Osama bin Laden, has responded with a series of hit-and-run attacks across the country.
In the latest attack, dozens of militants in army uniforms hit government buildings and army and police outposts in Seyoun, the second biggest city in southeastern Hadramout province, early on Saturday. Authorities said 12 soldiers and 15 militants were killed.
The stability of Yemen, which shares a long border with the world's top oil exporter, Saudi Arabia, is an international concern. The United States has stepped up its support for the government and military, including conducting drone strikes. (Reporting by Mohammed Ghobari; Writing by Sami Aboudi; Editing by Lynne O'Donnell)