The soldier died in an ambush by a coalition of rebels near Grimari, roughly 300 kilometres northeast of the capital Bangui, the UN said, during a security mission to the town with Burundian and Bangladeshi peacekeepers.
MINUSCA, the UN peacekeeping force in the region also said in a statement that two Bangladeshi soldiers were lightly wounded.
In a statement from New York, UN Secretary-General Antonio Guterres strongly condemned the attack and reiterated his "deep concern over the continued destabilisation efforts by armed groups throughout the country".
Guterres urged all parties to immediately stop the violence and resolve their differences through peaceful means.
It follows a month-long rebellion after six of the most powerful armed groups, who have occupied roughly two-thirds of the country for eight years, united.
The coalition announced an offensive ahead of December 27 presidential and legislative elections, aimed at preventing Faustin Archange Toudera’s re-election.
Landlocked CAR is one of the world’s poorest nations and has seen a string of coups and wars since it gained independence from France in 1960.
On Wednesday, the rebel forces mounted their closest attack yet to Bangui before being pushed back with the loss of a peacekeeper, the UN said.
On January 4, President Touadera was declared the victor, although the political opposition cried foul.