Zafar Lashari, a police official in Khuzdar district, said militants fired at a vehicle that was taking some persons injured in an earlier shooting to hospital.
Levies officials escorting the injured returned fire but the militants escaped into nearby mountains, Lashari said.
A Levies constable and three civilians were killed in the attack. The civilians were tribesman from Zehri sub-division.
There was no immediate claim of responsibility for the attack.
Khuzdar is considered one of the more troubled districts of Balochistan, where nationalist insurgent groups and Taliban fighters are active.