At least three United Nations soldiers have been killed and five others seriously wounded by an explosive device that detonated as they were escorting a convoy in Mali, according to the West African nation's peacekeeping mission.

The convoy was travelling between the towns of Anefis and Gao in Mali's volatile north when the explosion occurred at around 07:00 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," Koen Davidse, the head of MINUSMA, said. "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 armed groups - some with links to al-Qaeda - who seized control of Mali's desert north a year earlier, the area remains plagued by violence.

MINUSMA began operations in 2013, providing security to and assisting Malian troops. Attacks on UN troops there have made MINUSMA the world body's deadliest peacekeeping mission.

Last month, gunmen attacked the peacekeeping force's headquarters in the northern city of Timbuktu killing at least seven people and injuring seven others.

On June 8, at least three UN peacekeepers from Guinea were killed in an assault near their base in Kidal.

The Group to Support Islam and Muslims, a fusion of three armed groups with previous al-Qaeda links that is also known as Jamaat Nusrat al-Islam wal-Muslimeen in Arabic, claimed that attack.

The violence has also prompted five West African countries, known as G5 Sahel, to launch a new multinational force to fight armed groups in the Sahel region.

The new regional anti-terror force is set to include as many as 5,000 soldiers, with one battalion each from Mali, Mauritania, Burkina Faso, Niger and Chad.