The convoy was travelling between the towns of Anefis and Gao in Mali's volatile north when the explosion occurred at around 7 a.m. (0700 GMT), a statement from the mission, MINUSMA, said, adding that the death toll was provisional.
"Our thoughts go firstly to the families and loved ones. We pledge our complete support to them during this painful ordeal," said the head of MINUSMA, Koen Davidse. "The mission will use all means to ensure that justice is rendered."
The UN did not immediately release the nationalities of the soldiers.
Despite a 2013 French-led military intervention that drove back Islamist militants who seized control of Mali's desert north a year earlier, the area remains a hotbed of violence by armed groups, some with links to al Qaeda.
Attacks on UN troops there have made MINUSMA the world body's deadliest peacekeeping mission.
UN peacekeepers in Mu00e9naka, Mali. File picture
Three United Nations soldiers were killed and five others were seriously wounded by an explosive device that detonated as they were escorting a convoy in Mali, the West African nation's peacekeeping mission said on Sunday.
