The attackers told the BBC they were avenging a killing of a Christian, which took place overnight.
The incident is the latest conflict in the ongoing sectarian clashes, which began last year when a coalition of rebels dubbed Seleka ousted President Francois Bozize.
On Friday, militants attacked a convoy evacuating Muslims from Central African Republic to Cameroon, killing at least 22 people and injuring 23 others, officials said.
That attack happened in the northwestern part of the country as the convoy was transporting Muslim families from the village of Vakap, CNN reported Saturday. At least three children were killed along with 19 adults. Children were also among those injured.
The militants launched grenades at the convoy and attacked passengers with machetes, Michael McCusker with Save the Children, a United Kingdom-based aid group, said from Bangui.
The Muslims were heading for refugee camps in neighboring Cameroon.
"It is a sign of the still fraught and highly dangerous situation in the Central African Republic that children and their families have been attacked and killed while trying to evacuate to safety," said Robert Lankenau, director of Save the Children in the country.
Earlier this month, the country's interim leaders, President Michel Djotodia and Prime Minister Nicolas Tiangaye, resigned from their posts, causing security in Central African Republic to break down.
Parliament is expected to select a new interim president on Monday, the BBC reported.
At least 1,000 people have died and about 958,000 others have been displaced due to violence in the country, the United Nations said.