Two policemen were killed and 11 people were injured in the attack in Lashkargah, the capital of Helmand province last night.
The incident took place after two armed insurgents with guns and explosives stormed the police station at about 7 pm, local media reported.
Provincial police Chief Nabi Jan Mullahkhil said, the gun battle lasted 10 hours after a suicide bomber blew himself up outside the police station. The second insurgent then stormed the building.
So far, no group including the Taliban has claimed responsibility for the attack.