Gunman dies, suspects held in Mali attack

Gunmen have attempted to storm a hotel in Mali's capital Bamako, leaving at least one of the attackers dead.

Gunmen have attempted to storm a hotel in Mali's capital, leaving at least one assailant dead. (AAP)

Gunmen have launched an attack on the European Union military mission's headquarters in the Malian capital, in the apparent latest in a string of attacks on Western interests in the region.

Armed forces on Monday killed at least one man and arrested two others during the assault on the Hotel Nord-Sud, which is the EU mission's headquarters.

It was not immediately known how many carried out the attack.

"One of the assailants was killed. We are verifying the sack he was carrying, which could contain explosives," Colonel Salif Traor said on state television.

"Two suspects were arrested and are being interrogated."

Sergeant Baba Dembele from the anti-terrorism unit in Bamako told an Associated Press reporter it was believed some attackers had entered the hotel.

The mission later released a statement on Twitter saying no personnel had been wounded during the violence, and forces were securing the area.

The assault comes about four months after jihadists attacked the Radisson Blu hotel in Mali's capital, killing 20 people.

Al-Qaeda in the Islamic Maghreb and al-Mourabitoun claimed responsibility for the attack, saying it was their first joint attack since al-Mourabitoun joined al-Qaeda's North Africa branch in 2015.

In January, other extremists from the same militant groups attacked a cafe near a hotel popular with foreigners in Burkina Faso's capital, killing at least 30 people.

Just last week, al-Qaeda in the Islamic Maghreb claimed responsibility for an assault on a beach in Ivory Coast that left at least 19 dead, identifying the three attackers as members of al-Mourabitoun and Sahara units.

This week marks the fourth anniversary of the coup that unleashed widespread chaos in Mali.

After the overthrow of the democratically elected president, extremists in the northern half of Mali took over the major towns and began implementing their strict interpretation of Islamic law.