Ghulam Jilani, a medic at a local hospital, said the attack in Lashkar Gah, the capital of Helmand province, wounded another five police and two civilians.
Habiba Sadat, a member of parliament from Helmand, confirmed the attack and said the assailants were still clashing with security forces.
The Taliban have a strong presence in Helmand, and declared the start of their annual spring offensive last month.