The attack occurred at Dringhar on the Quetta-Taftan highway in Mastung district, 50 km southwest of the provincial capital.
The bomb exploded when the paramilitary Frontier Corps vehicle stopped to check a parked car, Sayed Mehrab Shah, a senior government official, told Geo News.
All the pilgrims, who were on their way to Iran, were safe but several security personnel were wounded by the remotely triggered bomb, Shah said.
There was no immediate claim of responsibility for the blast.