Protesters at the sit-in carried signs calling for the lifting of an air and naval blockade imposed by a Saudi-led Arab coalition on areas controlled by Houthis in Yemen, an AFP journalist in the capital Sana’a said.
Other signs demanded the UN pressure Saudi Arabia and its allies to allow the delivery of food and medical aid into Yemen, which UN aid chief Stephen O'Brien has described as the "largest humanitarian crisis in the world".
The sit-in is expected to span three days, according to organizers.
Protesters were seen erecting makeshift tents Tuesday afternoon as they prepared to spend their first night outside the United Nations' Sana’a offices.
The conflict in Yemen has left more than 10,000 people dead and 40,000 wounded since the Saudi-led coalition intervened in March 2015 to restore power to the fugitive former government.
In the past two months alone, more than 48,000 people have fled fighting in the Arab world's poorest country, O'Brien has said.
Two thirds of Yemen's population, or 18.8 million people, are currently in need of assistance and more than seven million have no regular access to food.
The UN has warned the country now faces a serious risk of famine.