An attack at the same base last April killed two peacekeepers and left several others wounded.
The peacekeeping mission in Mali is one of the U.N.'s deadliest.
"Peacekeepers of the MINUSMA force at Aguelhok fought off a sophisticated attack by assailants who arrived on several armed vehicles", said Mahamat Saleh Annadif, the UN's special representative for Mali. The UN Security Council then deployed peacekeepers, which have been targets of a guerrilla campaign.
In October 2014, nine troops of a Nigerian contingent were killed in the northeast.
The UN has deployed about 12,000 troops and police in its MINUSMA peacekeeping mission in Mali, which ranks as the most risky country for the peacekeepers.
It was established after Islamist militias seized the north of the country in 2012.
Mali continues to be targeted by Islamist groups, with a 2015 peace deal signed between the government and separatist forces having done little to deter violence.
Attacks have been mounted in the capital, Bamako, and in neighbouring Burkina Faso and Ivory Coast, even with the presence of some 4,000 French troops and United Nations peacekeepers.
"The Secretary-General calls on the Malian authorities, as well as the signatory armed groups to the peace agreement, to spare no effort in identifying the perpetrators of this attack so that they can be brought to justice as swiftly as possible", the statement said.
The UN has confirmed that all of those killed were on a diplomatic mission to Aguelhok from Chad, which is separated from Mali by Niger to the west.
In August, a panel of experts said in a report to the UN Security Council that inter-communal conflicts in the region were exacerbating existing tensions from clashes between jihadist groups and global and Malian forces.