The pre-dawn attack was reportedly unsuccessful, killing only a dog, but Mahao’s whereabouts is now unknown.
Mahao had been appointed head of the Lesotho Defence Force by prime minister Tom Thabane shortly before he was forced to flee to South Africa in the early hours of Saturday morning.
Previous commander Lieutenant-General Tlali Kamoli was accused of leading a coup attempt against him, a charge the military denies.
Low-ranking soldiers said it was unclear who was now giving their orders. They remain confined to barracks.
As some life returned to Lesotho’s streets on Sunday, it was not clear who was in charge of this beautiful but poor mountainous kingdom of two million people.