He accused some "hostile" forces of trying to undermine the security and stability of Yemen.
Addressing the concluding session of the annual meeting of his party, Saleh said he had asked tribal chiefs to persuade Al Qaida suspects, believed to be hiding in some governorates, to surrender and provide all the information they have.
"We told them (the tribal chiefs) that the accused (Al Qaida suspects) are innocent until proved guilty and we would not hand them over to the Americans," Saleh said.
The Yemeni president confirmed the detention of "some elements" after the USS Cole attack and the September 11 terror strikes in the U.S. Some suspects are still at large, he added.
Saleh said several members of Al Qaida and Jihad organisation are simply deceived. "They do not know anything. When asked why they went to Afghanistan, they simply say to participate in Jihad."
A committee of religious scholars has been formed to hold dialogues with them, he said.
Yemeni forces have been searching for Al Qaida suspects in three governorates east of the country since December.
Two suspects, identified, as Mohammed Ahmed Al Ahdal and Ali Qaed Senan Al Harethy, are sought by U.S. for their alleged role in the Cole attack.
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