The wolves escaped through a hole in the perimeter fence of their enclosure. One of the animals returned on its own, The Mirror reported Tuesday.
A second wolf was recaptured and two others were shot and killed within a few hours of the escape to prevent them from posing a danger to the public.
The final wolf eluded authorities for several hours as police searched the area by helicopter. The animal was finally located and fatally shot.
The zoo said it does not know the origin of the hole in the fence, adding the barrier is checked regularly for damage.
The escape is being investigated by zoo officials.