The officials – overseeing intelligence and security bodies – are close to President Pierre Nkurunziza.
The EU has also imposed sanctions on a former general who took part in a failed coup in May.
Burundi’s foreign minister has defended the use of force, saying the demonstrations were violent.
President Nkurunziza’s decision to pursue a third term in office triggered street protests and the coup attempt.
Following the failed coup in May, the president went to win an election.
Unrest continued in the central African country, with more than 100 people reported to have been killed over the summer.