"This deplorable and condemnable act was perpetrated by gunmen believed to be elements belonging to Sudan Liberation Movement or Army [Minni Minnawi faction], which is in full control of [the town of] Graida," an AU statement said.
Minni Minnawi is the SLA leader who signed the peace agreement.
The statement said that gunmen abducted the two peacekeepers while they were "on administrative duty" on Monday and subsequently killed them.
"A third soldier was critically injured," the statement said, without giving details of how the attack was carried out.
Earlier on Monday, about 30 gunmen from groups that have signed the May peace accord surrounded an office for the implementation of the peace agreement in El Fasher, the capital of North Darfur, and "threatened the officer-in-charge," the AU statement said.
The AU is "deeply concerned that these and other recent incidents of this nature occurred in El Fasher and Graida, both of them strongholds of the [peace accord's] signatories," the statement said,
The statement added that the signatories should stop their forces from attacking AU personnel.