Martin Kobler, head of the UN's MONUSCO mission, said in a statement he "deplored" the deaths and had "asked for an investigation jointly led by DR Congo police and the MONUSCO to be opened".
Witnesses said two peacekeepers from Uruguay shot dead two people yesterday who were part of a crowd attempting to storm the mission's base near the airport during a protest decrying the UN's inaction in the strife-torn region.
A military source who spoke on condition of anonymity said that "the Uruguayan troops were overcome by the crowd which was trying to enter their camp and shot to disperse people."
MONUSCO was not immediately available to comment on the claim.
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But Uruguayan President Jose Mujica told local radio that the peacekeepers from his country were not to blame, and "have acted appropriately, complying with all protocols in place in these cases".
Shelling in Goma's western neighbourhood of Ndosho on yesterday killed three people and wounded three UN peacekeepers, just days after renewed clashes between the Congolese army and M23 rebels.
Britain said today that it was withdrawing staff based in the city due to the spike in violence.
"Our staff was instructed to leave the area overnight as a precautionary measure," a foreign office spokesperson told AFP.
Only a very few staff were being withdrawn, the spokesperson said, adding that London would review the situation today.
In an open letter to UN Secretary General Ban Ki-moon Saturday, M23 rebel leader Bertrand Bisimwa accused Kinshasa of targeting civilians and demanded an independent inquiry into its actions.