The nationalities of the peacekeeper casualties weren't reported.
It was the second recent deadly attack on the international peacekeeping mission, the United Nations said in a release. Four Nigerian peacekeepers were killed and eight wounded early this month in an ambush in El Geneina, the capital of West Darfur state.
The U.N.-A.U. convoy of military troops, police and civilian personnel came under fire Wednesday from unidentified assailants armed with automatic weapons and mortars while on its way from Kutum to Hashaba North. Armed members of the convoy returned fire, the United Nations said.
The peacekeepers had been on their way to Hashaba to follow up on reports of recent violence in the area.
Forty-three peacekeepers have been killed by hostile action in Sudan since 2008, the United Nations said.