The attack took place in the Helmand provincial capital of Lashkar Gah, said Omar Zwak, the spokesman for the provincial governor.
He said the explosion also wounded 15 people, eight policemen and seven civilians. The police convoy was en route to the district of Sangin for an operation there, he added.
No group claimed responsibility for the attack, but the Taliban frequently use roadside bombs and suicide attacks against Afghan and NATO forces and government offices in the country.
After a week of intensive battles, more than 100 people were killed and dozens were displaced from their homes. The government subsequently deployed nearly 2,000 reinforcements there.
The attacks and the fighting are shaping up as a major test of the Afghan government's ability to maintain security in volatile areas after foreign combat troops leave by the end of 2014.