They said on Sunday that the slain Mohammed Ragheb was known to be close to the Islah party, a local affiliate of the Muslim Brotherhood group that is allied with Yemen's self-exiled President Abed Rabbo Mansour Hadi.
The officials spoke on condition of anonymity because they were not authorized to brief media.
Muslim clerics and preachers have often been targeted, mostly in Aden, prompting some imams to quit, abandon their mosques or flee the war-torn country.
The coalition has been backing Hadi's government in a three-year war against the Iran-aligned Shiite rebels, known as Houthis, aiming to restore him to power.
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