Lieutenant Islam Bibi was a well-known face of female advancement, but admitted to receiving regular death threats from people who disapproved of her career -- including from her own brother.
"She was shot by unknown assailants when she was being driven to work by her son in the morning," Helmand provincial government spokesman Omar Zwak told AFP.
"She was badly wounded and taken to hospital, and later died in emergency care. Her son was also injured."
She was the most senior female officer serving in Helmand, a hotbed of the Islamist insurgency that was launched against the US-backed Kabul government after the fall of the Taliban.
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"My brother, father and sisters were all against me. In fact my brother tried to kill me three times," Bibi told the Sunday Telegraph newspaper earlier this year.
"He came to see me brandishing his pistol trying to order me not to do it (serve in the police), though he didn't actually open fire. The government eventually had to take his pistol away."
Women's rights are a key focus of international efforts in Afghanistan, with foreign diplomats often pointing to more female school children and greater freedom for women as signs of progress.
But donor nations have also raised fears that such advances are at risk as 100,000 NATO troops withdraw next year and Islamist groups lobby for more influence.
Rights groups say the Elimination of Violence Against Women law passed by President Hamid Karzai is a benchmark piece of legislation, though it is poorly implemented and could even be thrown out by parliament.
"They should not be rolled back under any pretext."
Bibi's death follows the killing of female police Lieutenant Colonel Malalai Kakar, in neighbouring province Kandahar in 2008, and the deaths of two successive women's affairs directors in Laghman province within months last year.