Two of the dead were soldiers; the third was a police adviser for the joint U.N. and African Union mission in the troubled region. Another six peacekeepers were injured in the incident.
They came under attack at 10:15 Monday night in the Zam Zam camp in North Darfur while the security unit was on patrol. One of the assailants was also killed, a statement from the joint mission said.
It was unclear why the attack occurred.
U.N. Secretary-General Ban Ki-moon "strongly condemns" the attack, the U.N. said in a statement. The attack was carried out by unidentified armed men while the peacekeepers were on a "confidence-building patrol," the statement said.
Ban "appeals to the Sudanese authorities to investigate the incident and to bring to justice the perpetrators as soon as possible," according to the statement.
The peacekeeping mission in Darfur is the world's largest at 20,000 authorized troops. Since it began in 2008, 33 peacekeepers have been killed.
"I condemn in the strongest terms this attack on our peacekeepers who have worked selflessly to bring security to the internally displaced persons of Zam Zam camp where so many Darfuris have sought refuge," said Ibrahim Gambari, head of the mission. "An attack on international peacekeepers is a war crime and we will ensure that justice will be served."
Darfur is among the most dangerous areas of operation for U.N. personnel. The region remains a tinderbox. At least 300,000 people have been killed and 2.7 million others driven from their homes as a result of fighting between Sudanese rebel groups and the Khartoum government and its allied armed militia.