The 57-year-old premier has not been seen publicly for several weeks and missed a crunch African Union summit his country was hosting at the weekend at which a new chair was elected.
The Ethiopian government has confirmed that he is unwell but repeated promises of updates on his condition have been delayed.
On Wednesday, a Western diplomatic source in Brussels told the Telegraph that he is now "critically ill".
"He is being treated as a private person and the information is confidential but it is understood that he is critically ill," the diplomat said.
Mr Zenawi is thought to be receiving treatment for an unspecified condition at the Saint Luc University Hospital in Brussels. The hospital is a centre for the treatment of blood or "haematological" cancers.