UN spokesman Stephane Dujarric said the attack took place at the entrance to a camp for displaced people in the southeast town of Bria after peacekeepers intervened to free two displaced people being held hostage by anti-Balaka forces.
He said the peacekeeper who died and two of the wounded were from Mauritania. The third injured peacekeeper was from Zambia.
Dujarric said the Mauritanian was the 14th peacekeeper killed in Central African Republic this year.