The players -- first-choice goalkeeper Girmay Hanibal, Simon Asmelash, Deyben Gbtsawi Hintseab, Hermon Fessehaye Yohannes and Mewael Tesfai Yosief -- are believed to have fled their hotel in Jinja to seek asylum, according to the BBC, which also reported that extra security had been added around the hotel where the players are staying.
They missed a Tuesday practice ahead of their semifinal match against Kenya in the Council of East and Central African Football Associations (CECAFA) Under-20 Challenge Cup tournament.
"The five players are missing at the Speke Apartments," CECAFA organizing committee chairman Aimable Habimana, told China's state-run news outlet Xinhua. "We are hoping that they will have a full team to continue with the tournament."
The departures left the Eritrea squad with just 14 players. Kenya won the semifinal match, 1-0.
Eritrean soccer players have used trips abroad to flee in recent years. In 2015, 10 players refused to return home after playing a World Cup qualifying match in Botswana. In 2009, the entire team declined to board the plane home from a CECAFA tournament in Kenya. The team's coach and a single official were the only members of the party who returned.
"The Eritrean federation have done their best to bring a team to the competition - unfortunately, these boys had other ideas," CECAFA head Nicholas Munsoye said at the time. "Definitely they are in Nairobi - we have so many Eritreans here - they must be somewhere."
The East African nation is among the most repressive countries in the world, according to human rights groups.
Eritreans are forced to serve in the military for indefinite periods, are denied freedom of speech and expression, restricted from leaving the country and are subject to arbitrary detention without trial or charge. Thousands have fled in recent years.
The one-party state has denied human rights abuse claims.