The accident happened on Monday evening, a statement said.
French President Emmanuel Macron expressed his "deep sadness" over the incident.
Mali has suffered violence since 2012, when Islamist militants took over the north. With the help of France, Mali's army has recaptured the territory.
However, insecurity there continues and the violence has spread to other countries in the region.
Another French soldier, Brigadier Ronan Pointeau, was killed earlier this month after an explosive device detonated near his vehicle.
