Pakistan Football Federation (PFF) secretary Ahmed Yar Khan Lodhi said the Yemenis had arrived on Sunday and were training for the match at Lahore's Punjab Stadium.
"We haven't heard from them about any concerns regarding the match. They're very much intent on going on with the game," he told Dawn newspaper.
Pakistan lost the first leg 3-1 in Doha, a neutral venue deemed necessary due to security concerns in Yemen.
Security has been tightened for the match and PFF marketing consultant Sardar Naveed Haider Khan did not rule a close-door contest.
"The match will be held as per schedule," Khan said.
"What can happen, though, is that the security agencies close the venue for general public."
(Reporting by Amlan Chakraborty in New Delhi; editing by Patrick Johnston)
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