Four new species of Caenis and a new subspecies of Afrocaenis major are described from Ethiopia: Afrocaenis major ginchica ssp. n. (imagines and larvae), Caenis gretathunbergae sp. n. (imagines and larvae), Caenis oromo sp. n. (larvae), Caenis grafi sp. n. (larvae) and Caenis afrocaenoides sp. n. (imagines), as well as the larval stages of the formerly described Caenis nervulosa Malzacher, 1990. Additionally, a few males of the Palaearctic species Caenis horaria (Linnaeus, 1758) are recorded for the Afrotropical Region. A larval key to the five Ethiopian species with known larvae is provided.