Their abduction follows that of another member of the same Servir et Non Se Servir (SENS) movement on Tuesday, and added to numerous other kidnappings of people viewed as critical of the country's military rulers.
"On Saturday March 22, four other members of the national coordination committee, including two mothers with families, were abducted and taken to an unknown location," the movement said.
The abduction on Tuesday was of another member of the same national coordination committee, journalist Idrissa Barry, who was seized close to the capital, Ouagadougou.
SENS, a political movement, had criticised videos posted on social media over the past week showing dozens of bloodied bodies with hands and feet bound, many of them appearing to be women, children or elderly.
One video showed men armed with assault rifles and blood-stained knives, and dressed in T-shirts appearing to mark them out as members of local self-defence groups.
Burkinabe authorities have denied the accusations of mass killings by its soldiers and allied militias.
In the past decade, Burkina Faso has been caught up in a spiral of violence blamed on jihadists that has spilled over from neighbouring Mali and Niger and since spread beyond the three countries' borders.
All three have experienced coups in recent years by military rulers who have vowed to turn the tables on the Islamist groups.
Since 2015, the unrest in Burkina Faso has killed more than 26,000 people, both civilians and military, according to conflict monitor ACLED.
In February the Observatory for the Protection of Human Rights Defenders accused authorities in Burkina Faso of using "abductions, illegal confinements, enforced disappearances and torture" to silence critics.
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