The President's office declined to comment on the contents of the discussion. The Finnish and Austrian foreign ministries have also remained tight-lipped on the situation. However, Finnish officials said they have not been able to contact the missing Finns.
The news agency Reuters said tribesmen had sold the hostages to the terrorist network.
"The tribesmen have sold the three abductees to elements from al-Qaeda organisation and they were transferred to Bayda province (in the south)," a Yemeni official told Reuters.
However, there is no visual or audio evidence to confirm the whereabouts of the trio, according to Yle sources.
Last week Yemeni Foreign Minister Abu-Bakr al-Qirbi told Yle that local officials didn't know who kidnapped the tourists.
Hakim Almasmari, editor of the English-language Yemen Post daily, previously told Yle that kidnappings are common in the Arab Spring state and that impoverished tribes use all means available to manipulate the government.
In December a group of unidentified armed men abducted a Finnish man on a study trip in the Yemeni capital, along with his visiting wife and an Austrian man.