The gunmen, who were riding a motorcycle, fired at the van while it was on a routine patrol at Satellite Town in Quetta, the capital of the restive Balochistan province.
Three policemen, including an assistant sub-inspector, were killed instantly while another breathed his last at a hospital, city police chief Mir Zubair said.
The gunmen escaped after the attack.
No group claimed responsibility for the attack.
Baluchistan has been hit by a wave of violence triggered by separatists and militants belonging to the Taliban and other extremist and banned outfits.