The soldier was killed on Sunday in the northeastern province of Ituri, about 100km outside of the regional capital Bunia, said Kemal Saiki, the chief UN spokesman in the Congo.
Three soldiers were also wounded during the military operation, said Saiki on Monday.
The UN peacekeepers were taking part in a cordon and search mission to disarm part of the Congolese Revolutionary Movement, Saiki said.
"The seven soldiers are lost, we don't have any information on them at the moment.
"The operation was being carried out in difficult conditions, we have sent out military units to look for them," he added.
UN and Congolese sources, who asked not to be named, said the peacekeepers were being held by the militia and that UN officials were trying to negotiate their release.
The Congolese Revolutionary Movement is a loose coalition of Ituri militias formed in December last year and has grown to number around 1,500 fighters.
Killed in action
A 17,000-strong UN peacekeeping force in Congo, the world's largest, is helping the Congolese army disarm rebels before elections set for July 30.
About four million people were killed in a five year conflict that also involved neighbouring countries.
The conflict officially ended in 2003 but fighting has continued in the east of the country.
Twelve peacekeepers have been killed in action in the Congo this year.