A soldier of Frontier Corps (FC) was among those killed in the remote-controlled bombing in Satellite Town area of Quetta, the capital of the province.
A police official said that a convoy of FC was the target of the attack.
"Two civilians and an FC solider died while about 22 people including three soldiers were injured," he said.
The victims were taken to different hospitals of the city, where a state of emergency was imposed.
Nobody has taken responsibility of the attack so far. Baloch nationalists are active in the area and frequently target the security forces.