Fighters armed with AK-47s and makeshift weapons also wounded one Zambian and two Mauritanian peacekeepers during the 90-minute gunfight at the police checkpoint in the town of Bria, the UN added.
The country has been riven by sectarian conflict since 2013 when Seleka rebels ousted President Francois Bozize. That triggered a backlash by Christian anti-balaka fighters.
As many as 100 people died in Bria in June during a day of clashes between rival factions. The area is coveted by militia for its surrounding diamond mines. It also hosts tens of thousands of people displaced by the conflict.
Even with 13,000 troops, the UN mission has struggled to restore order to a country the size of France and has lost 14 peacekeepers in attacks this year alone.