The Yemini troops are hunting down militants linked to Al-Qaeda in the Arabian Peninsula (AQAP) in the south of the country.
The ministry named the soldier as Mohammed al-Jaradi, and said he was abducted late on Monday in Daleh, the capital of the province of the same name, and taken him to a village.
Jaradi was later found in the village with three fingers on one hand missing.
The ministry said the authorities were trying to prevent the militants from regrouping in Daleh, after they were ousted by the military from neighbouring Abyan province where they had controlled several areas for a year.
It also said the police headquarters in Daleh was shelled on Tuesday by unidentified assailants. Courts there closed several days ago because of the number of armed attacks, it said.
Taking advantage of a central government weakened by an Arab Spring-inspired uprising last year, Al-Qaeda-linked militants overran most of Abyan.