The rebels have now entered the town of Shire, about 140km (90 miles) to the northwest, according to UN officials.
Eritrean troops backing the Ethiopian army had earlier abandoned the city.
The government has declared a ceasefire in the eight-month conflict, but the rebels have vowed to drive their “enemies” from Tigray.
The fighting between the Tigray People’s Liberation Front (TPLF) and government forces has left thousands of people dead.
More than two million have been displaced and 350,000 pushed towards famine.
The fighting began in November when rebels rejected political reforms and captured army bases. Government forces captured Mekelle later that month.
There were scenes of jubilation in the streets of the capital on Tuesday, a day after the rebels retook the city following a rapid offensive. The central government has called a “humanitarian ceasefire” in the region.
Rebel spokesman Getachew Reda told Reuters news agency that Tigrayan fighters would “destroy the enemy” by entering Eritrea and the Ethiopian region of Amhara – whose militias have also supported government forces.
“We have to ensure that the enemy… doesn’t have the capability to threaten the security of our people anymore,” he said.
The status of Eritrean troops remains unclear, although one resident in the Shire told Reuters the Eritreans appeared to be moving north, towards the border.
The rebels are now in control of most of the region, the research organization International Crisis Group said.
It is difficult to verify information in Tigray as communications have been cut.