The journalists -- Ghislaine Dupont and Claude Verlon of Radio France International (RFI) -- were found dead after being kidnapped by armed men in the northern city of Kidal.
The two had travelled there on Saturday to interview a spokesman for the Tuareg separatist group the National Movement for the Liberation of Azawad (MNLA), and were abducted outside his home, according to their employer.
In a statement late Saturday, the Security Council members "expressed their condolences to the family of the victims" as well as to the French government.
"In accordance with international humanitarian law, journalists, media professionals and associated personnel engaged in dangerous professional missions in areas of armed conflict are generally considered as civilians and shall be respected and protected as such," the statement read.
The Security Council demanded "that all parties to an armed conflict comply fully with the obligations applicable to them under international humanitarian law, including as related to the protection of civilians in armed conflict."
They also called on Mali to "swiftly" investigate the case "and bring the perpetrators to justice."
The Security Council members also "reiterated their full support" for the UN mission in Mali and the French supporting forces, "and called on all parties to cooperate fully" with them.
