Iran-backed Huthi rebels, aided by forces loyal to former president Ali Abdullah Saleh, advanced from their traditional northern stronghold in Yemen last year.
They seized territory and moved on the southern city of Aden where internationally supported President Abedrabbo Mansour Hadi took refuge.
He fled to Saudi Arabia, which assembled an Arab coalition that began bombing the Huthis.
Anti-rebel fighters on the ground last week regained control of much of Aden.
The coalition unilaterally announced a five-day truce that began at midnight (Sunday 2100 GMT) so aid can reach a country facing what the United Nations has described as an “unfolding humanitarian catastrophe”.
The diplomatic source said Mogherini would also discuss Syria and Iraq, where Islamic State group jihadists have seized territory and carried out widespread atrocities.
European nations, Saudi Arabia and other Arab states are part of a US-led military coalition against IS, a group which has inspired attacks in Europe as well as in the kingdom.
