The men were riding donkeys when they were stopped about 12 miles north of Gao, Radio France Internationale reported.
On the same road Friday, a Tuareg dressed as a paramilitary officer detonated an explosive belt at a checkpoint, wounding a soldier, an officer said. A larger bomb did not go off.
The Movement for Oneness and Jihad in West Africa (Mujao) claimed responsibility for the Friday attack.
The Malian military increased security in the Gao area Saturday.
Exploding whale video goes viral on Internet
Texas principal bans speaking Spanish, stirs controversy