The players were gunned down in the eastern province of Laghman at about noon by attackers riding on a motorbike.
"Armed men opened fire on a volleyball game. The players were young men, all innocent, and all of them were killed," Sarhadi Zwak, spokesman for Laghman's provincial governor, told AFP.
The Taliban regime between 1996-2001 banned volleyball and many other activities, but a spokesman for the group said it was not responsible for yesterday's deaths.
Some local reports said the victims had been playing cricket, but Habib-ul-Rahman, the governor of Alingar district where the attack took place, confirmed the provincial spokesman's account and death toll.
President Hamid Karzai condemned the attack and said such violence would not deter Afghans' search for peace and development.