A United Nations peacekeeper has been shot dead in the Central African Republic (CAR) during a firefight with gunmen.

The incident happened in the capital Bangui on Sunday, a UN peacekeeper in the conflict-ridden country told AFP.

"As the (UN) blue helmets approached the area, they were targeted by armed individuals and responded," the UN officer from the MINUSCA peacekeeping mission said.

Eight other people, mostly civilians, were injured in the attack and exchange of fire that took place shortly afterwards.

According to reports, tension remains high in the area with shops and markets closed.

The CAR Security Minister Dominique Said Paguindji said operations were ongoing, without confirming the casualties.

"Once calm and security are restored... we can look at the operational toll" the officer added.

No person or group has yet claimed responsibility for the attack.

Meanwhile, the UN said that the Central African Republic is staring at one of the largest humanitarian crises of our time if immediate action is not taken to increase aid to the country.

Only 31 percent of the UN humanitarian appeal for the CAR has been secured, the UN said.

In 2013, a coup in CAR ousted president Francois Bozize and pushed the country into a conflict that took an unprecedented religious dimension, pitting sections of Christian and Muslim populations against one another.

The largely Christian "anti-balaka" -- or anti-machete -- militias were formed to avenge what they called atrocities by the Seleka rebels behind the coup, resulting in waves of killing, rape, and pillaging ever since.

About a million people have been displaced since Seleka fighters took control of Bangui in March 2013.

Around 2.7 million people, more than half the population, are still in need of aid, while 1.5 million people are facing food insecurity.