Kudu
Oribi
That's a "gnu"!
A three letter African antelope is the "gnu", which ends in a "u" not a "you". The more common name for the gnu is the wildebeeste, but that won't fit into your crossword puzzle.
Oribi is a small African antelope
eland
kudu
Eland is a type of Asian Antelope
Buffalo is not really an antelope, but it is the closest relative to the antelope where the name ends with an o.
Impala
gnu
the animal
Kudu