May also said there is no information indicating another attack is imminent.
May told journalists on Saturday that Britain would nevertheless not be increasing its terror threat level, which currently stands at severe, meaning that a terror attack is highly likely.
The U.K. has banned the movement of all unaccompanied air freight originating from Yemen.
The announcement further restricts the movement of people and cargo from Yemen.
Direct air freight and passenger links were severed in January following the Christmas Day attack on Detroit-bound jet.
More on Terror Packages:
Investigators Searching for More Mail Bombs
Security Gaps Plague Cargo Shipping
Explosives Found on Planes Amid U.S. Terror Probe
PETN Explosive a Favorite of Terrorists
More on Yemen and AQAP:
Yemen: The Next Front Line Against al Qaeda
Yemen Eyed as Source of Suspicious Packages
C.I.A. Drones May Target Yemen Terrorists
Concern Over Yemen Terror
CIA: Al Qaeda in Yemen Now Biggest Threat