Houthi rebels have been fighting the Yemeni government since 2014 in a war that has killed over 6,000 people and displaced millions.
A US-backed coalition of mostly Arab states began air strikes a year ago in support of the government of the exiled president.
A rebel delegation left Sanaa on Wednesday to join the talks.
The talks were delayed from Monday after the rebel delegation failed to arrive, angry at what they said were violations of the UN-brokered ceasefire which took effect on 10 April.
The two sides accuse each other of violating the ceasefire.
Yemen crisis: Who is fighting whom?
A year that has set Yemen back decades
Practising medicine under fire in Yemen
A young girl and a city struggling for life
The main fight in Yemen is between forces loyal to the beleaguered President, Abdrabbuh Mansour Hadi, and those allied to Zaidi Shia rebels from the north, known as Houthis, who forced Mr Hadi to flee the capital Sanaa in February 2015.
Islamic State and Al-Qaeda in the Arabian Peninsula (AQAP) have both taken advantage of the war to gain ground in the country.
Peace talks aimed at ending the conflict in Yemen will begin in Kuwait on Thursday, the United Nations says.