The army's chief of staff said in a statement that "three of four prisoners lost their lives while being transferred from Boulkessi", where the Group of Support for Islam and Muslims (GSIM) -- a group close to al-Qaeda -- is active, to Sevare, where the army has an important base.

The statement said the chief of staff had ordered "the opening of an investigation to determine the circumstances of the prisoners' death. He offers his condolences to the families of the victims."

The four militants had been captured on January 13 following fighting during a military anti-terrorist operation in a village 25 kilometres (15 miles) south west of Boulkessi near the border with Burkina Faso, the statement said.

The statement did not specify whether the incident was connected to two operations by France's armed forces last weekend in which around 15 jihadists were killed and four arrested in the same region.

The region close to the Burkina Faso border is the epicentre of a deadly Islamist offensive that began in northern Mali in 2012 and then advanced into neighbouring Burkina Faso and Niger, inflaming ethnic tensions along the way.

Independent confirmation of reports in this area is difficult, given the remoteness and danger.

Last month, an exhaustive report into strife-torn Mali by UN investigators said it had garnered evidence of war crimes committed by the security forces and others, and of crimes against humanity by jihadists and other armed groups.