"President Muhammadu Buhari has received the tragic news of the murder," the State House said in a statement without providing a number of casualties or further details on the attack.
A Nigerian presidency spokesperson told Reuters that the death toll stood at 15 "so far".
According to some reports, unidentified assailants attacked the convoy of buses on Wednesday and killed 18 passengers.
The pilgrims were on their way to a religious ceremony in Senegal from Niger and Nigeria.
Regular attacks by militants on towns and villages, army posts and UN peacekeepers have caused thousands of deaths, displaced over 2 million people across the Sahel and aggravated food insecurity.
MNA/PR