The incident occurred near the office of provincial Inspector General of Police on Gulistan Road area of the provincial capital, Quetta.
Deputy Inspector General Police Abdul Razzaq Cheema told the media that five people were killed in the attack, including a policeman.
"We cannot say anything about the nature of the attack. Investigations are going on," said Cheema.
No one has claimed responsibility for the attack.
Balochistan has been facing insurgency by Baloch nationalists and Islamist militants.
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