Seventeen players from the Eritrea football team and the team doctor are believed to have absconded in Uganda.
Only 12 players returned from a shopping trip earlier this week - and, of those, five later left saying they were visiting friends and did not return.
It meant only five players and two officials were left to return home to Asmara.
Security agencies have launched a search for the missing players, who had been in Kampala for a regional match.
The website of Eritrea's opposition party claimed the players were seeking political asylum in Uganda, but that has not been confirmed.
The Eritrean team was eliminated from the east and central regional championship at the group stage after drawing with Zanzibar 0-0, losing 3-2 to Malawi and being beaten 2-0 by Rwanda in their last match at the weekend.