“At 6.45pm (1845 GMT) the peacekeepers came under mortar fire,” the mission, known by its acronym MINUSMA, said in the statement.
“According to an initial assessment, two peacekeepers were killed and 10 were wounded,” it added, saying the camp that was attacked was in Aguelhok.
Mali is one of the most dangerous UN missions, with more than 150 peacekeepers killed since 2013.
MINUSMA has a 12,500-strong force in the country, backed by a further 4,000 French troops who are on an anti-jihadist mission.
Attacks on the mission are commonplace. Last month four UN peacekeepers were killed when a mine exploded under their vehicle in central Mali.
Six Malian soldiers were killed a week earlier in another mine attack on their convoy.
Once a beacon of democracy and stability in Africa, Mali has been undermined by a coup, civil war and Islamist terrorism.
Extremists linked to Al-Qaeda took control of Mali’s desert north in early 2012, but were largely driven out in a French-led military operation launched in January 2013.
In June 2015, Mali’s government signed a peace agreement with some armed groups, but the jihadists remain active, and large tracts of the country are lawless.