Two Spaniards, an Irish conservationist and a local soldier, were abducted near the Burkina Faso Nature Reserve.
This group was part of an anti-poaching patrol ambushed by shooters near the Pama Reserve on Monday.
No group said they carried out the attack.
Burkina Faso, like many of its neighbors, faces a growing security crisis as Islamic armed groups are attacking and abducting many of the region.
The Spanish and Irish foreign ministry said they were in contact with local governments over the missing people.
As many as three unnamed local officials were injured in an attack on a group of soldiers, forest rangers and foreign journalists, AFP news agency reported.
Armed groups riding two pickup trucks and a dozen motorcycles ambushed them on the road leading to Pama’s vast forest reserve in the eastern part of Burkina Faso, AFP reports.
Kidnapping is the latest in the former French colony, where wildlife sanctuaries were popular with tourists.
However, many of them are now in the realm of being exploited by jihadists.
Extremist Islamist groups are believed to have taken hostages of several foreigners not only in Burkina Faso, but also in neighboring states of Mali and Niger, according to Reuters.
The semi-arid region, known as the Sahel, has been in rebellion since militants occupied the last part of northern Mali in 2012 and 2013.
France and other foreign troops deployed troops in the area, but failed to end the rebellion.
Nearly 3 million people have been evacuated due to the conflict.