Two men blew up their vehicles in the morning at the gate of the provincial intelligence office and six others then opened fire. The exchange of gunfire continued throughout the morning.
"Four Afghan intelligence forces were martyred, and seven others were wounded in the attack, the wounded ones are hospitalised," Ahmad Zia Abdulzai, Nangarhar provincial governor spokesman, told AFP.
All the militants were killed by Afghan security forces.
Around 33 people were hospitalised, seven who are members of the National Directorate of Security, and the rest are civilians, Abdulzai said.
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The intelligence service has regularly been targeted by the militants.
Jalalabad is one of Afghanistan's biggest cities in eastern part of the country, sitting on a major trade route into neighbouring Pakistan. But the city is also located in one of the country's most troubled regions.
In December 2012, NDS head Asadullah Khalid was seriously wounded in an attack by a Taliban "envoy" who detonated an explosive device hidden in his underwear.
The militants have stepped up attacks on symbols of power in recent weeks, seeing to destabilise the fragile Afghan state which is in the midst of a political crisis over the appointment of a new president to succeed Hamid Karzai, who has led the country for 13 years.