Activists in the Ansarullah, or Huthi, resisters put up dozens of tents at the western edge of Sanaa.
Guarded by hordes of armed men, other opposition groups were busy erecting similar camps in the north and south of the city, AFP journalists reported.
Around 5,000 men arrived in the capital from Saada province, traditional stronghold of the Ansarullah rebellion.
Opposition leader AbdulMalik Huthi on Sunday ordered his followers to march on Sanaa to bring about “the fall of the government, which has failed.”
He set the authorities a deadline of Friday before other forms of “lawful” action will start. He gave no details.
Huthi’s supporters are opposing a recent sharp increase in petrol prices, which have a major impact on household budgets in the impoverished country.
Tens of thousands of Shiite opposition demonstrated in Sanaa city center on Monday.
The program of protests will go on until Friday and “we will not yield”, a protestor told AFP.
“President Abdrabuh Mansur Hadi should listen to the voice of the people, or we will overthrow this corrupt government which has starved the people,” the protester said as he took part in the sit-ins.
Security forces have stepped up their presence at the western edge of Sanaa.
The face-off could degenerate if the protestors seek to escalate their action, political sources said.
Ansarullah controls Saada province in northern Yemen and is suspected of wanting to broaden its sphere of influence in a future federal state, potentially comprising six provinces.
Huthi forces reached just outside Sanaa in July when they took the city of Amran, although they later agreed to withdraw.
Source: Al Alam