(BBC NEWS) Addis Ababa – German, Belgian, Italian and Hungarian nationals were among them, government official Bereket Simon said.
Two Europeans were also said to have been abducted in the attack, along with an Ethiopian policeman and a driver.
Eritrea has vehemently denied Ethiopian government accusations that it backed the gunmen involved.
The remote Afar region is regarded as a haunt of both Ethiopian and Eritrean rebels.
Ethiopia and Eritrea have been bitter adversaries since their 1998-2000 border war.