Gunmen attacked the UN troops in Timbuktu in the north of the country, where several groups of militants are active, according to Stephane Dujarric, spokesman for UN Secretary-General, Antonio Guterres.
The peacekeeper, who was killed, was a 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 groups since a 2012 coup that helped separatist rebels and groups associated with al-Qaeda gain a foothold in the country’s restive north.
A UN peacekeeping mission has been active in Mali since 2013.
There have been repeated attacks on the mission in the north of the country by the militants, while ethnic conflicts in the centre flare up regularly.