"These brave South Africans were serving as part of the African Union/United Nations peacekeeping mission in Sudan," spokesperson Clayson Monyela said.
The South African government appealed to the Sudanese government to probe the armed ambush.
Monyela extended the government's condolences to the man's family and said consular support would be provided.
No further details were immediately available.
Earlier, AFP reported that the peacekeeper was killed when the convoy he was travelling in was ambushed.
The convoy, comprising police, military and civilian UNAMID (African Union-United Nations Mission in Darfur) staff, was on its way to investigate reports of violence in Hashaba village.
United Nations secretary general Ban Ki-moon requested an investigation into the attack.
His spokesperson Martin Nesirky said: "The secretary general expresses his condolences to the government of the Republic of South Africa, UNAMID and to the family of the fallen peacekeeper". – Sapa