Gunmen attacked the UN troops in Timbuktu, where several armed groups are active, according to Stephane Dujarric, spokesman for UN Secretary-General Antonio Guterres.
The peacekeeper who was killed was Nigerian, as were three of those injured.
A further three UN soldiers from Chad were injured in Tessalit in the northern Kidal region near the border with Algeria when their vehicle drove over an explosive device.
Condemning the violence and expressing his condolences to the family of the killed soldier, Guterres said such attacks on UN soldiers could be considered war crimes under international law.
Mali has experienced sporadic attacks by armed