The incident occurred near the peacekeepers' base in Manawashi, north of the southern Darfur state capital of Nyala, CNN reported.
Chris Cycmanick, acting spokesman for the U.N. Mission in Darfur, said the convoy came under heavy gunfire.
No group immediately claimed responsibility for the attack.
Notable deaths of 2014 [PHOTOS]
More remains found at MH17 crash site in Ukraine