The attack took place in the Mekhtar area of Loralai district.
A senior police official said a dozen militants had come on motorcycles and opened indiscriminate firing on the check post.
"It was a deadly attack and four including three constables were killed on the spot," SSP Imran Shaukat said.
The check post was also damaged and a police mobile was destroyed during the attack.
The situation turned tense in the area following the attack.
No militant group has so far claimed responsibility of the attack.