Rogers Mulindwa, a spokesman for a body that organised the Cecafa Senior Challenge Cup, said a police search for the players is continuing.
The players are believed to be the latest to defect from Eritrea, whose government under President Isaias Afwerki has been described by human rights groups as one of the most tightly controlled regimes in the world.
Four members of Eritrea’s under-20 football team sought asylum in Uganda in October.
Many young people fleeing the East African nation oppose its system of indefinite national service and forced military conscription.