Suspected anti-Balaka Christian militias attacked the UN convoy of the MINUSCA force on Monday in the southeast of the country near the border with the Democratic Republic of Congo.
"The Moroccan peacekeeper who had been reported missing has now been found dead," UN spokesman Stephane Dujarric said.
A Cambodian soldier serving in the MINUSCA mission was killed during an exchange of gunfire and ten other peacekeepers were wounded.
UN officials said the bodies of the four peacekeepers were badly mutilated, to the point of making identification difficult.
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UN peacekeeping chief Jean-Pierre Lacroix will travel to the capital Bangui later in the day to attend a memorial on Friday for the five soldiers and to meet with the country's leaders.
He will express "strong support for the UN peacekeeping mission" that was set up in 2014 to help stabilize the country, Dujarric said.
MINUSCA's 10,000 troops and 2,000 police were deployed following bloody sectarian fighting that erupted after the 2013 overthrow of leader Francois Bozize.
The ambush of the UN convoy took place on the Rafai- Bangassou axis, some 140 miles (220 kilometers) southeast of the city of Bria.
UN Secretary-General Antonio Guterres and the Security Council have strongly condemned the attack and called for those responsible to face justice.
Among Africa's poorest countries, the Central African Republic descended into bloodshed in 2013, pitting the anti- Balaka fighters against the mainly Muslim Seleka coalition.