The victims were travelling in a bus when gunmen attacked them in Hazar Ganji area in provincial capital Quetta.
Senior police officer Imran Qureshi told reporters that eight members of the Hazara community were killed one person injured in the attack.
"This is an act of targeted killing," he said.
The attackers escaped after the attack and police was searching for them.
The bodies were brought to the Bolan Medical Complex hospital where a large number of people had gathered.
Shia Hazaras had been killed with impunity in the past. They are among the people who are badly hit by the violence.
Estimates show that the violence has driven as many as 200,000 Shia Hazaras to relocate to other major cities of Pakistan or move abroad.