The UN statement says the blast occurred today afternoon on the road between Tessalit and Aguelhok in northern Mali. Two other peacekeepers were wounded and evacuated to the city of Kidal for treatment.
The statement does not give the nationalities of the peacekeepers.
The 12,000-strong UN peacekeeping mission in Mali has become the most dangerous in the world as Islamic militants routinely attack UN convoys across the north.
At least 80 peacekeepers have died in "malicious acts" since the mission was established in 2013, according to UN peacekeeping data as of the end of August.
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