The attack was carried out on Monday when most of the soldiers at the checkpoint in Raida district, east of Hadramout's provincial capital al-Mukalla, were asleep.
No one has claimed responsibility for the attack. However, a military source blamed al-Qaeda in the Arabian Peninsula for the strike.
It was not immediately clear how many soldiers were guarding the checkpoint at the time or if any had survived.
Yemen has been facing a surge of deadly terrorist attacks, mostly targeting security forces, in recent months.
Sana'a has been struggling to restore state authority after opposition protests toppled dictator Ali Abdullah Saleh in 2012.
RA/BA