The attacker tried to enter the Dargah Fatehpur in the Jhal Magsi district of Balochistan and blew himself up when he was stopped by the police, Geo TV reported.
Citing Deputy Commissioner Asadullah Kakar, the channel said at least 12 people were killed in the blast.
Balochistan government spokesman Anwarul Haq Kakar confirmed it was a suicide attack.
The explosion took place at the shrine at a time when hundreds of people had gathered to pay their respect.
The local administration declared an emergency at hospitals in Sibbi and Dera Murad Jamali.