The statement from the UN peacekeeping force MINUSMA on Monday's attack at the Aguelhok camp did not provide nationalities, but most of the UN troops there are from Chad.
"Mortar fire targeted the MINUSMA camp in Aguelhok", the force said in a statement, adding "it took the life of a peacekeeper and seriously wounded two others."
The United Nations has deployed 13,000 troops in Mali to serve in the MINUSMA force, considered one of the deadliest missions in peacekeeping.
Although they were largely ousted by a French-led military operation in January 2013, implementation of a peace accord struck in 2015 has been piecemeal with insurgents still active across large parts of the region.
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Mali last week saw its worst attack in years, when more than 70 people died in a suicide bomb attack in the northern Mali city of Gao.
The attack targeting militia groups committed to restoring peace in the country, was claimed by the group of Algerian jihadist Mokhtar Belmokhtar, allied to Al-Qaeda in the Islamic Maghreb (AQIM).