Nine other soldiers were injured by the shelling that struck the base held by the UN's MINUSMA mission, near the airport in the historic city of Timbuktu on Wednesday afternoon.
MINUSMA has been stationed in the west African country since 2013 and is considered the UN's most dangerous active peacekeeping deployment.
The Group to Support Islam and Muslims (GSIM), a fusion of three Malian jihadist groups with previous Al-Qaeda links, confirmed in a statement late Wednesday that it had "bombarded Timbuktu airport with rockets" and had left "several injured among the international forces".
It also claimed an attack on April 5 in the central Douentza area that killed a French soldier serving with France's counterterror Barkhane force, which is also aiding Mali's security forces.
Liberia had 78 soldiers serving in the 13,000-member MINUSMA force, which has faced frequent jihadist attacks that have claimed the lives of dozens of peacekeepers.
Liberia's deputy chief of defence staff confirmed Wednesday that Liberians were among the injured, while Sweden's military said one of its nationals was wounded.
Northern Mali fell to jihadist groups linked to Al-Qaeda in March 2012, and they have spread further south after being driven out of key towns by a French-led military intervention the following year.
The Wagadou forest, on the border with Mauritania, is believed to be a launchpad for attacks in the central region of Segou, according to experts, the most recent of which killed nine Malian soldiers.
One of Ag Ghaly's closest allies, Ba Ag Moussa, known as Bamoussa, is believed to be behind the ambushes that have become an increasing concern for the government and international troops.
A former colonel in the Malian army, Ag Moussa joined the Tuareg-led uprising in 2012 that was eventually hijacked by the jihadists, bringing him close to Ag Ghaly.
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