The convoy was attacked on Monday evening near Yogofongo village, more than 470 kilometres (290 miles) east of the capital Bangui.
The convoy was attacked on Monday evening near Yogofongo village, more than 470 kilometres (290 miles) east of the capital Bangui, close to the border with Democratic Republic of Congo, the MINUSCA peacekeeping mission said.
"One Cambodian peacekeeper was killed and eight peacekeepers were injured, including one Cambodian and seven Moroccans," said a MINUSCA statement.
"Four peacekeepers are missing in action, among them three Cambodian soldiers and 1 Moroccan soldier. The perpetrators of the attack fled into the bush."
Killing a UN peacekeeper is considered a war crime, MINUSCA spokesman Herve Verhoosel told AFP, saying the convoy comprised police and UN military staff.
The UN sent a helicopter and soldiers to secure the area and search for the missing, while the wounded were evacuated to Bangui, the statement added.