"We have information that a tribal group is holding the three Western nationals and they are asking for a ransom," the official said, speaking on condition of anonymity. They were kidnapped in the capital Sanaa on Friday.
The ministry official told Reuters the three were being held in the town of Khawlan, about 20 km (12 miles) east of Sanaa.
Kidnappings of Westerners occur sporadically in Yemen, mostly by tribesmen seeking bargaining clout in disputes with the authorities, or by al Qaeda militants and their sympathisers.
Lawlessness in the Arabian Peninsula state has alarmed its neighbour and top world oil exporter Saudi Arabia as well as the United States, which views Yemen as a front line in its struggle against al Qaeda and its affiliates.
The Finnish Foreign Ministry said it could not confirm that a ransom had been demanded or that the Finns were being held by tribesmen.
In a separate incident, tribesmen kidnapped the son of a manager of the private Yemen International Bank outside Sanaa. An official at the bank said the kidnappers were demanding financial compensation for a plot of land that they said had been improperly taken by the bank. (Reporting by Mohammed Ghobari and Terhi Kinnunen; Writing by Mahmoud Habboush; Editing by William Maclean and Kevin Liffey)
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