The deaths blamed on a landmine explosion were the first to hit the United Nations mandated mission.
Seven other soldiers were injured.
According to reports, the landmine detonated in the village of Mabok, about 30 kilometers southeast of the region’s main town of Abyei.
An official at the Ethiopian Foreign Affairs ministry speaking on condition of anonymity said government was still waiting for a full report on what happened before issuing a statement.
The 4,200 Ethiopian peacekeeping force were deployed in Abyei after the UN Security Council approved a plan to demilitarise the disputed oil-rich region.
The Sudanese and South Sudanese governments accepted the Ethiopian troops as peacekeepers because they considered them to be neutral.
The Ethiopian forces were mandated to stay in Abyei for six months.
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