The bomb exploded in the Nile Valley city when the cadets were waiting near the stadium in Kafr al-Sheikh for their bus to transport them back to Cairo, health ministry spokesperson Hossam Abdel Ghafar said.
Egypt has witnessed many violent attacks by militants since the January 2011 revolution that toppled president Hosni Mubarak.
The attacks targeting the police and the military increased after the ouster of Islamist president Mohamed Morsi in 2013.
Most of the attacks have taken place in Sinai governorate, where the Islamic State group's affiliate in Egypt is based.