The incident marked the first casualties in Mali for Nigerian troops, which form the largest contingent in a West African regional force participating in the French-led campaign to drive Islamist rebels from the country's desert north.
Air Commodore Yusuf Anas, spokesman for the Nigerian Air Force, said the plane was an Alpha jet stationed in Niger as part of a Nigerian squadron supporting the mission in Mali.
"An investigation is going on to find out what happened. They were on a normal routine flight about 60 km (37 miles) west of Niamey when something happened," Anas told Reuters.
Asked if there was any evidence of anti-aircraft fire, he said: "We don't know but it was inside Nigerien territory."
A Niger security source said the jet crashed near Dargol in the Tillabery region which borders Mali.
"The plane was not shot at. It was not in enemy territory so for now we are looking at maybe a mechanical problem," another security official from Niger, who asked not to be identified, said.
