The head of the mission, known as Minusma, called the killings in the town of Kidal a "barbaric crime".
Saturday's fighting broke out between the army and Tuareg rebels during a visit by Prime Minister Moussa Mara.
In 2012 a Tuareg rebellion in northern Mali triggered a military coup and an Islamist takeover of the region.
Civilian rule was re-established in 2013, but Islamist and separatist forces remain active in some areas.
During Saturday's fighting the rebels captured the local governor's office, seizing 28 people.
Minusma head Albert Koenders called for an inquiry into the attack.
Earlier, Mr Mara said his government was now "at war" with the separatists.
The army said eight soldiers and 28 rebels were killed in Saturday's fighting, but the National Movement for the Liberation of Azawad (MNLA) rebels denied losing any fighters.
Officials say that a Senegalese peacekeeper was also killed.
Malian Defence Minister Soumeylou Boubeye Maiga has said reinforcements were being sent to Kidal.
"We will double our troops on the ground if necessary," AFP news agency quoted him as saying.
The rebels are from the National Movement for the Liberation of Azawad (MNLA).
The United Nations is attempting to negotiate a truce between the Malian army and Tuareg rebels.
At least 17 people, including eight civilians, have been killed in an attack by rebels in northern Mali, officials say.