"Three attackers opened fire, two were killed," said ministry spokesman Sediq Sediqqi, who was not able to clarify whether there were casualties. The third assailant was still on the loose, he said.
Police evacuated pilgrims at the scene, according to local television station Tolo News.
Karte Sakhi shrine, where the attack took place, is located in the west of the Afghan capital, near Kabul University.
The threat of attack targeting Shiites was considered particularly serious during Ashura, and many foreign embassies had restricted their staff's movements until the end of the week in Kabul.
For Shiites around the world, Ashura is a symbol of the struggle against oppression.
The last attack on the Afghan Shiite minority, on July 23 in Kabul, killed 84 people and left 130 injured. It was claimed by the Islamic State organisation.
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