"MINUSMA strongly condemns this terrorist attack on the innocent civilian population," the UN mission said in a statement issued in French.
The firing began at approximately 6:00 GMT on Sunday when militants launched at least three rockets at a residential area in Gao, the peacekeeping mission said.
Preliminary reports indicate that one of the rockets hit a house, causing the death of a woman and injuring two other civilians. The wounded were taken for treatment to the hospital in Gao.
A MINUSMA team immediately went to the site, and will help the Malian authorities with their investigation, the UN mission statement said.
MINUSMA police have stepped up their presence and patrols in the town and its surrounding areas. The UN mission said it is doing everything possible to prevent more attacks and bring those responsible to justice.
Mali, a French colony until 1960, has been in turmoil since a 2012 military coup, which triggered an uprising of separatist Tuareg tribes in the country's north. The revolt was quickly hijacked by Islamist groups with links to al-Qaeda.
