The Myanmar army said it was searching for the fighters.
The KNU is the only major ethnic rebel group not to have concluded a peace agreement with the government.
Its separatist struggle in eastern Karen state in Myanmar, formerly known as Burma, is one of the world's longest-running insurgencies.
The ethnic Karen have long complained of discrimination and oppression by Myanmar's government.
Earlier this month, the KNU accused Myanmar's government of ramping up an offensive in Karen regions following its crackdown on pro-democracy protests in September, in which at least 30 people were killed.