The dead included two Europeans and two Malians, a senior intelligence official told Reuters.
Two people have been arrested.
Insurgents continue to stage attacks in Mali, after French forces took control of the country's desert north from separatist rebels linked to al-Qaeda two years ago, Reuters reported.
One of the killed Europeans was French. "I condemn this odious and cowardly act that has caused the death of several people among them a French citizen," France's Foreign Minister Laurent Fabius said in a statement.