Ibrahim Boubacar Keita had been due to fly to Ethiopian capital Addis Ababa, a day ahead of a meeting of the 54-nation bloc, but changed his plans following the bloodshed in Mali's restive north.
"He has gone there to comfort the people of Gao following the three protesters being shot dead," an aide said after he landed in northern Mali's largest city.
Keita visited demonstrators wounded in the violence and "reaffirmed that Mali is, and will remain, one and indivisible" before flying back to Bamako, an official in the regional governor's office said.
Witnesses described a huge crowd of angry youths throwing stones and attempting to storm the headquarters of MINUSMA, the UN's military mission in Mali.
MINUSMA initially denied it was behind the deaths but later said it would investigate to establish its role in the violence.
The protesters were angry about a UN plan, since withdrawn, to create a "temporary security zone" in the northern town of Tabankort, which they said would undermine loyalist armed groups fighting rebels in the area.
Tabankort is part of a large swathe of desert which is the cradle of a Tuareg separatist movement that wants independence for the homeland it calls "Azawad", and from which several rebellions have been launched since the 1960s.
Around a dozen people were killed on Wednesday when a pro-government armed group, including suicide bombers, launched an attack on rebel fighters in Tabankort.
Algeria and the UN, which are leading mediation talks between the government and rebels, fear the violence in the north will jeopardise the peace process.
Mali gained independence from France in 1960 but ethnic divisions run deep and the west African nation has been riven by conflict for much of the last half-century.
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