Representatives of the internationally-recognized Yemeni government, which is backed by a Saudi-led military coalition, flew to Sweden on Wednesday while UN special envoy Martin Griffiths accompanied the Iranian-backed Houthis to Stockholm.
Officials said the talks would be informal, through working groups.
"On some issues it will make sense for the two sides to sit together, on others they will discuss in separate groups," the BBC reported citing officials.
The head of the Houthi delegation, Mohammed Abdelsalam, vowed to "spare no effort to make a success of the talks" but also warned rebel fighters to remain "vigilant against any attempt at a military escalation".
The UAE, Saudi Arabia and seven other Arab states intervened in an attempt to restore the government after being alarmed by the rise of a group they saw as an Iranian proxy.
At least 6,660 civilians have been killed and 10,560 injured in the fighting, according to the UN.
Thousands more civilians died from preventable causes, including malnutrition, disease and poor health.
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