A spokesman for the Senegalese military said the soldiers were attacked by "elements" of the Sudan Liberation Army [SLA], a signatory to a peace accord for Darfur signed with Sudan's government last year.
The attack comes amid fresh violence in Darfur. On Saturday, a helicopter carrying a senior officer of the African Mission in Sudan [AMIS] came under fire.
According to Mezni, Sunday's attack brought to 15 the number of AU troops killed in Darfur since they were first deployed.
Another soldier has been missing for months.
A helicopter carrying AMIS' deputy commander was attacked Saturday as it was on its way from Zalengei in western Darfur to the AMIS headquarters in El-Fasher. Nobody was injured.
"Clearly, Darfur needs help from the rest of the world"
Jack, Houston, USA
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Sunday's attack on the peacekeepers comes amid increasing ethnic unrest in Darfur, where at least 62 members of an Arab tribe were killed in an attack on Saturday.
The AU has 7,000 troops in Darfur but is under-funded and ill-equipped.
Out of three negotiating rebel groups, only the SLA has signed a peace deal with the Khartoum government.
The agreement has made little impact, with splinter groups involved in the renewed violence.
According to the UN, at least 200,000 people have died and more than two million have fled their homes since February 2003, when rebels took up arms against Khartoum.
Darfuris say government-backed militias known as Janjawid have stormed through their villages, killing, raping and burning down houses.
The government has denied links to the Janjawid.