Scottish Athletics confirmed that the four ”fled from their hotel” in London and failed to make their connecting flight to Edinburgh.
They had been due to take part in the Falkirk Cup athletics event tomorrow night at Grangemouth Stadium.
Geoff Wightman, chief executive of Scottish Athletics, said: ”We invited them, so it’s our duty to report it to the authorities.”
Dagmawit Amare, part of the Ethiopian management in Scotland, who has completed a four week placement at Scottish Athletics, said: ”My colleague actually tried to restrain two of them but they ran off.
”This is such a sad thing to happen for my country and the sport.”
The missing athletes are said to be women’s 200m runner Betelhem Shewatatek, Feleke Bekele (women’s 400m hurdles), Hagos Tadesse (men’s 400m) and Tirehas Haileselassie, (men’s 400m hurdles).
Scotland will compete against England, Ethiopia, Ireland and a Bank of Scotland Development Team in the event.
Ross Cunningham, the event’s manager, said: ”It blows a hole in the Ethiopian team’s prospects and it represents our worst scenario in inviting them.
”We will see how Scotland does against England and Ireland and support those Ethiopians who have made the trip and their anticipated 100 supporters from Manchester and Glasgow.”