Dr Mahamadou Diawara was taken from his car on Monday in the town of Menaka, located in an eastern region where jihadist groups linked to al Qaeda and Islamic State are active.
Assailants also attacked his driver but left him behind.
WHO "is working with local authorities to investigate the abduction and ensure our colleague's quick return to his family," the statement said.
Diawara was sent to Menaka at the start of 2020. He has been leading efforts to provide medical care to remote communities at risk of violence.
Mali is battling a rampant Islamist insurgency that hijacked a Tuareg rebellion in the north in 2012.
Militants have seized swathes of territory across the Sahel, killing thousands and uprooting close to 2 million people, despite costly international efforts to quash them.
