"On Wednesday, armed individuals from Nigeria attacked a vehicle, killing four people," the army said, without identifying the victims.
It said the assailants then "returned to Nigeria."
Locals said the four were visiting Diffa, a region that has endured a series of fatal attacks since 2015 by fighters from Boko Haram and the Islamic State in West Africa (ISWAP).
The Diffa region is on the shores of Lake Chad, which is bordered by Cameroon, Chad, Niger and Nigeria.
Its swampy islands have become hideouts for armed jihadist groups.
The Komadougou Yobe river, which forms a natural border between Niger and Nigeria, had in the past helped protect Diffa from cross-border attacks.
But the water level has dropped, offering "multiple crossing points from Nigeria" which enabled ISWAP fighters to attack travellers on the main road, where this week's ambush occurred, the army said.
Since the incident, the regional authorities have imposed an indefinite ban on vehicles "particularly 4x4s" from travelling without a military escort on the road most subject to attacks — a 70-kilometer(40-mile) stretch linking Diffa town to the town of Maine Sorao.
A former local official told AFP that ambushers "particularly target top-brand all-terrain vehicles, which they resell in Nigeria."
In the western region of Tillaberi, near the border with Burkina Faso and Mali, Niger's armed forces are fighting other jihadist groups linked to Al-Qaeda and the Islamic State group.
On Saturday, several hundred people demonstrated in Tillaberi, asking the military junta in power in Niger to set up "rapid intervention units" and an "airbase," and to recruit civilian "volunteers" to help staunch attacks on the local population.
The junta, which seized power in a coup in July 2023, had complained that elected civilian president Mohamed Bazoum was not doing enough to stop the attacks.
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