No group immediately claimed responsibility for the killings in the remote district of Tala Wa Barfak, but the government blamed Islamic State jihadists who are making steady inroads into Afghanistan.
"Nine coalminers were killed by unknown gunmen in Tala wa Barfak. They were heading home when their vehicle were stopped by gunmen," district governor Faiz Mohammad Amiri told AFP.
The governor of central Bamiyan province, apparently where the coalminers were from, confirmed the incident.
The rise of the Islamic State group has raised the spectre of sectarian discord in Afghanistan, something that the Sunni-majority country has largely been spared despite decades of war.
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But the government this week said the group was steadily expanding into other provinces.
Around 2,000 Shiite Muslims in western Afghanistan staged a protest on Tuesday against growing sectarian attacks by the group and demanded protection from the government.
Last year Afghanistan witnessed a wave of attacks on Shiites claimed by IS, which considers Shiite Muslims apostates.
At least 14 Shiites were killed in October in a powerful blast at a mosque in the northern city of Mazar-e-Sharif, hours after gunmen targeted Shiite worshippers in a shrine in Kabul and killed 18 people.
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