Highlighting the doctrine of persona non grata, Mr Guterres noted that it does not apply to UN personnel.
The peacekeepers were killed, and another injured, when their Armoured Personnel Carrier hit an improvised explosive device outside the town of Douentza.
The International Committee of the Red Cross (ICRC) has condemned the killing of two of its aid workers in Mali.
Mali on Sunday said it was leaving a five-country military alliance in the Sahel region of Africa.
Airlines from neighbouring countries and former colonial ruler France cancelled flights to Mali on Monday, helping isolate a military junta.
Reciprocating the ECOWAS sanctions, the government of Mali condemned them as “illegal and illegitimate.”
The man who attacked and attempted to stab Malian President Assimi Goita last week has died in hospital while in the custody of security services, the government said.
