The deadly attack occurred in the town of Ouahigouya on Monday - just a day after a Catholic priest and five parishioners were shot dead in the same region.
Worshippers were moving through Ouahigouya when "a group of terrorists intercepted the procession, killing four worshippers and burning the statue," a spokesman for the Ouagadougou Cathedral was quoted by AFP news agency as saying.
While no one has claimed responsibility for the church attacks yet, after Sunday's shooting, the government of Burkina Faso blamed "terrorist groups...attacking religion with the macabre aim of dividing us".
Burkina Faso has been increasingly destabilised by jihadists from across the border in Mali. Attacks have included the kidnapping of foreigners.
The Pope is said to be praying for the victims.
"The Holy Father has learned with sorrow about the news of the attack on the church in Dablo, Burkina Faso," Alessandro Gisotti, interim director of the Vatican press office, tweeted.
"He prays for the victims, for their families and for the entire Christian community in the country."
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