In Bahir Dar, the capital of Amhara, the region's President Ambachew Mekonnen and Amhara Regional Government Office Adviseor Ezez Wassie died from gunshots. The U.S. Embassy said gunfire was also being reported in Addis Ababa, the national capital.
The attempted coup in Amhara is the latest challenged to Abiy, who was elected past year as a reform-minded young leader.
Before he was sworn into office, Abiy promised sweeping reforms to curtail government oppression.Since then, he has ushered in a series of changes that global human rights observers and activists have embraced: releasing thousands of political prisoners, allowing dissidents to return home, removing barriers for political parties, unblocking censored sites and ending a 20-year war with Eritrea.
The US state department has warned its staff in Addis Ababa to stay inside, saying it is aware of reports of gunfire in the city on Saturday.
The internet was down across Ethiopia on Sunday, although the government made no statement about this. His current whereabouts are unknown; he was released past year from prison after reportedly having been pardoned for carrying out a similar coup attempt.
Wearing military fatigues, the Prime Minister did not clarify the army chief's condition or any specifics about the attack during the TV appearance.
Regional Attorney General Migbaru Kebede sustained heavy injuries and is undergoing medical treatment, the Prime Minister's office said.
Early on Sunday, Brigadier General Tefera Mamo, the head of special forces in Amhara, told state television that "most of the people who attempted the coup have been arrested, although there are a few still at large".
"The situation in the Amhara Region is now under full control by the federal government in collaboration with the tegional government which, in accordance with the constitution, is being led by the Vice President, Lake Ayalew", said the office of the Prime Minister on Sunday.
Two former Nigerian leaders have condemned the regional coup in Ethiopia that led to the death of four officials.
The prime minister's shake-up of the military is said to have earned him "powerful enemies", while his government is struggling to contain the ethnic violence.
There has also been a great deal of political ferment in the ethnic-based regions that make up the country with the rise of nationalist ethnic groups pushing for greater regional autonomy from the central government. In October, hundreds of soldiers marched on his palace demanding more pay.
Amhara, led by Ambachew Mekonnen, is located in northwestern part of Ethiopia and is one of nine regional states in the country.
Ethiopia, a nation of 100 million people, is due to hold a national parliamentary election next year.