"Three to four gunmen entered Park Palace guesthouse in the evening. Security forces have been dispatched to the area," a senior security official told AFP on condition of anonymity.
Kabul police chief Abdul Rahman Rahimi, who was at the scene of the attack, said gunshots were heard from inside the guesthouse.
Roads leading up to the guesthouse were blocked by a large number of security personnel who arrived after the attack, according to an AFP photographer at the scene.
Taliban insurgents launched their spring offensive across Afghanistan late last month, stepping up attacks on government and foreign targets.
This year's offensive marks the first fighting season in which Afghan forces are battling the insurgents without the full support of US-led foreign combat troops.
NATO's combat mission formally ended in December but a small follow-up force has stayed on to train and support local security personnel.