The Malian army is carrying out a purge of soldiers involved in protests at a barracks outside the capital Bamako last month, Amnesty International said Wednesday.

The rights group's French branch said in a statement that four soldiers' bodies had been discovered near Bamako in early October and several other troops, including a colonel, were missing, feared dead.

"These extrajudicial killings have created fears that soldiers loyal to General Amadou Haya Sanogo, who organised a coup in March 2012, are in the course of purging all dissidents from their ranks.

"This is the latest striking example of the way in which a small group of soldiers who seem to consider themselves above the law continue to cling to power in Mali," said Gaetan Mootoo, Amnesty's researcher on West Africa.

The organisation called on the Malian government to organise an independent inquiry into the incident and ensure those responsible for the killings are brought to justice.

"These inquiries will make a crucial contribution to efforts to reestablish the rule of law in Mali," he added.

"It is frightening to note that, despite the arrival in power of a democratically elected president in August 2013, a small group of soldiers loyal to the former junta continues to impose terror, with complete impunity, on their presumed opponents."

The missing colonel was named as Youssouf Traore. He has been missing since the protests on September 30 and the decapitated body of his body guard was one of those found.

Traore was part of the military regime established after the March 2012 coup.

He was among dozens of disgruntled soldiers who fired guns in the air and took hostage a close aide of Sanago during the protest on September 30.

The soldiers, based in the garrison town of Kati, near Bamako, were unhappy at not having been promoted alongside colleagues also involved in ousting the president in March last year.

The army confirmed the incidents at the time and later announced 30 soldiers had been arrested over them.

The 2012 coup precipitated the fall of northern Mali to Islamist militants linked to Al-Qaeda but a military intervention by French and African troops in January chased the rebels from the region's main cities.

Mali was governed by a transitional administration following the coup until elections saw Ibrahim Boubacar Keita sworn in as the new president in September.

Since August, several authors of the coup or their relatives have been handed promotions, including Sanogo who was elevated from captain to lieutenant-general and lives and works in Kati.