The incident comes a day after negotiations began between the government and six armed rebel groups in the Algerian capital aimed at clinching a lasting peace agreement in the restive, deeply-divided nation.
"Four UN soldiers were killed instantly and two others are wounded," said a Malian army spokesman based in Gao, the west African country's largest northern town.
A source in the UN peacekeeping mission confirmed the incident in the northeastern desert region of Kidal, but said "it is too early to know exactly what happened".
The nationalities of the troops have not been announced.
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Riven by ethnic rivalries, a Tuareg rebellion and an Islamist insurgency in its vast desert north, Mali has struggled for stability and peace since a military coup in 2012.
The Bamako government and various rebel groups, mostly Tuareg but also including Arab organisations, are seeking to resolve a decades-old conflict that created a power vacuum in the desert north that was exploited by Al-Qaeda.
A ceasefire had been in force since May, when the rebels seized a large swathe of northern Mali in a major offensive.
Since President Ibrahim Boubacar Keita came to power last year negotiations have stalled and northern Mali has seen a spike in violence by Islamist and separatist militants.
Skirmishes in May between the Malian army and a coalition of rebels from the MNLA and HCUA saw at least 50 soldiers killed in Kidal, a stronghold of the Tuareg people.
The talks are being held with a new defence agreement in place between Mali and its former colonial power France.
Paris recently wound up Operation Serval, its military offensive launched in January 2013 to oust Al-Qaeda-linked Islamists who had occupied northern Mali.