"The two members of the European Commission delegation in Addis Ababa arrested in Ethopia were expelled last night by aircraft," the official said on condition of anonymity on Friday.
He declined to say who the diplomats were or reveal their nationalities.
State television, citing Ethiopian officials, said the two were detained in southern Ethiopia near the border town of Moyale with an unspecified number of wanted criminals and had each been declared persona non grata.
"We are quite surprised because the Ethiopian authorities have not informed us in any way about our personnel," the EU official said.
A statement read on Ethiopian television said the alleged Ethiopian criminals wanted for "committing a felony" were in police custody and warned that any foreigners violating Ethiopian law would be prosecuted.
The European Union is one of Ethiopia's largest donors but has been highly critical of Addis Ababa for its crackdown on opposition leaders and journalists since deadly violence rocked the country after disputed elections last year.