Aidarus al-Zubaidi, who leads the separatist movement "Southern Transitional Council", STC, has been taken by boat to Somalia for further transport to Abu Dhabi, according to a statement from the Saudi military.
The accusations have further increased tensions between the neighboring countries.
Saudi Arabia has carried out several attacks since separatists affiliated with the STC took control of large parts of the northeastern province of Hadramaut in Yemen last month.
The STC wants the country to be divided into two parts, as it was from 1967 to 1990.
More than 150,000 people – both civilians and combatants – have been killed in the war in Yemen, which has lasted for over a decade and led to one of the world's largest humanitarian disasters.
