The exercise came after government and police buildings were ransacked in the southern Malian town of Fakola, 20 kilometres from Ivory Coast, on Sunday in an attack claimed by the Islamist militia Ansar Dine.
Security sources say the fighters retreated into the Sama forest, on the border, after the ambush.
"Our forces initiated search operations in a Malian forest where the terrorists were hiding on the border with Ivory Coast. Three terrorists were killed," a military official in Fakola told AFP.
UNOCI, the UN's peacekeeping mission in Ivory Coast, told AFP it was not involved in search and sweep operations but was present as part of its "support mission" to Ivorian troops and police.
"Recent events led to a temporary reinforcement of our deployment, with emphasis on greater tactical mobility and ongoing exchange of information with local authorities," UNOCI spokeswoman Kadidia Ledron told AFP.
A security source in Mali said troops had seized motorbikes, black flags -- a calling card of Ansar Dine -- and weapons during the sweep.
Ansar Dine told AFP on Tuesday it would "multiply the attacks in Ivory Coast, Mali and Mauritania", accusing all three countries of collaborating with "the enemies of Islam".
Jihadist attacks are normally confined to Mali's restive northern desert region but areas bordering Mauritania have been targeted since the start of the year, and southern settlements more recently.
The north came under the control of Ansar Dine -- which is Arabic for Defenders of Faith -- and two other jihadist groups, Al-Qaeda in the Islamic Maghreb and the Movement for Oneness and Jihad in West Africa, in April 2012.
Their organisational structure smashed, small pockets of armed Islamists managed to remain active, and continue to carry out occasional deadly attacks in the desert.
Ivory Coast said Monday it had sent "reinforcements" to the border, without specifying numbers or which branch of the security forces they were from.
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