The 1 300 Muslims were being escorted from Bangui by foreign peacekeepers to move them from attacks by Christian militia after a spiral of bloodletting that followed Muslim rebels seizing office and then being forced to cede power themselves.
Gunmen attacked the 15-truck convoy as the trucks passed through thick vegetation, the Reuters witness said. The attackers fired several shots and a female traveller died from head injuries shortly afterwards.
A second man also died from gunshot wounds in another part of the convoy.
Major Patrick Sibobugingo, a spokesperson for the African Union peacekeeping force known as MISCA, said six other people were injured in the attack on the convoy, part of an evacuation that has been criticised by the country's interim government.
He said it had been attacked by the Christian militiamen - known as anti-balaka, or anti-machete in the local Sango language - between two towns some 200-300km north of Bangui.
Only pockets of Muslims remain in the south of the vast country, creating a de facto partition along religious lines which some experts and rights group say could become permanent or is akin to religious cleansing.
As well as the convoys, many Muslims have left the capital of their own accord amid the mounting attacks.
Marguerite Samba, minister of health and humanitarian aid in the interim government, said local authorities had not been consulted about the "harmful" relocation of Muslims.
"International forces don't have a mandate to participate in unilateral operations to relocate the internally displaced without the prior agreement of the government ...," she said in a statement.
Mostly Muslim rebels, known as Seleka, seized Bangui last year after complaining they had been marginalised by the government. Their time in power was marked by abuses and killings that led to the creation of anti-balaka forces.
Revenge attacks on Muslims have intensified since Seleka rebels were forced out of power in January, ceding control of the mineral-rich country to the interim government.
Many thousands have died and nearly a million made homeless despite the presence of French and UN peacekeepers.