I decided to research my own question a bit. Apparently women in Yemen can own guns:
Women’s Gun Ownership around the World
Yemen
Next to the United States for people who own firearms, Yemen is second. Firearms are a rite of passage, honor, prestige, and believed to be a necessity for self-defense in Yemen. The rise in female gun ownership in Yemen is becoming more public. One gun storeowner reports that women do come into his shop to buy guns and these women tend to be workers and businesswomen. Another trend in female gun ownership in Yemen is college students. One woman reports that her father bought her a small gun for protection and that she keeps it in her purse. She says her friends also carry guns, “I discovered that most of them carry various guns in their bags.”