Witnesses say security forces fired tear gas and live bullets as thousands of protesters from several parts of the city marched towards the tightly patrolled Al-Aroob Square in Khor Maksar neighborhood.
The victim identified as Mohammed Ahmed Saleh, 17, died from gunshot wounds in a hospital in Khor Maksar.
Friday's fatality came after Yemeni officials said on Thursday that Yemen's President Ali Abdullah Saleh had ordered security forces to protect protesters.
Security forces also opened fire to disperse protesters in some other parts of Aden and arrested many of the demonstrators.
Protesters want Yemeni President Ali Abdullah Saleh, who has been in power for three decades, to step down. Mass anti-Saleh demonstrations are also being held in other cities across Yemen.
The pro-democracy protesters have dubbed Friday "the beginning of the end" for Saleh's regime, which has been in power since 1978.
In the capital, Sana'a, tens of thousands of protesters poured into a main square near Sana'a University chanting "Out, out!"
Organizers say over 100,000 protesters have attended the demonstration.
The Yemeni President has described the pro-democracy protesters that demand his ouster as "elements of a coup.”
In a bid to contain the protests, Saleh announced that he would leave power after his term expires in 2013. He also promised not to hand over power to his son.
He has also pledged to raise the wages of government employees and to provide 60,000 job opportunities for university graduates.
But the concessions seem to have not been enough for the protesters and they still want Saleh to step down.
Since the beginning of pro-democracy demonstrations in Yemen, at least 25 people have been killed and hundreds of others have been injured in clashes with security forces.