UN Secretary-General Ban Ki-moon will open an inquiry into the fatal shootings allegedly by UN troops of three protesters during demonstrations in northern Mali, his spokesman said Thursday.

Witnesses said the three Malians were shot in Gao by UN troops during protests on Tuesday against a UN plan to assert control over an area north of the town.

Ban said he was saddened by the violence and that an inquiry would "determine the facts surrounding this tragic incident," spokesman Stephane Dujarric told reporters.

The UN mission MINUSMA initially denied it was behind the deaths but later said it would investigate to establish its role in the violence.

A UN peacekeeping official said UN police forces used tear gas and fired warning shots in the air, but it is unclear how the three protesters were killed.

The protesters were angry about a UN plan to create a buffer zone in the northern town of Tabankort, which they said would undermine loyalist armed groups fighting rebels in the area.

The UN official said the plan was under discussion and leaked by one side apparently to whip up tensions ahead of a new round of peace talks on northern Mali starting in Algiers on February 8.

The official, who spoke on condition of anonymity, said the incident underscored the low level of trust between the multiple factions seeking a settlement to end the violence in northern Mali.

Tabankort is part of a large swathe of desert which is the cradle of a Tuareg separatist movement that wants an independent homeland it calls "Azawad," and from which several rebellions have been launched since the 1960s.

Mali descended into crisis in January 2012 when an insurgency by Tuareg rebels led to a coup in the capital Bamako. Militants linked to Al-Qaeda then overpowered the Tuareg to seize control of Mali's northern desert.

A French-led military operation launched in January 2013 drove the extremists into the bush, while the Tuareg rebels remain active throughout the northeast of the country.

The Islamists also remain active, launching attacks on UN forces, with 34 peacekeepers killed since MINUSMA was deployed in July 2013 - the highest toll for any UN peace mission.

Mali's President Ibrahim Boubacar Keita scrapped plans to attend an African Union summit to visit Gao on Thursday. (AFP)