It is not clear what caused the blast, said authorities, as they investigate whether it was an act of terror or an accident.
The incident took place in the town of Hub in restive Baluchistan province, some 45 kilometres from the port city of Karachi where the tankers were loaded with oil before setting off for Afghanistan.
"First a blast took place and then more than nine NATO oil tankers caught fire. We are investigating the cause of the blast," Ahmad Nawaz Cheema, a senior police official in the area, told AFP.
Overland oil shipments to NATO troops in landlocked Afghanistan resumed through Pakistan less than two weeks ago under tighter security after a five-month suspension due to attacks.
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Pakistani contractors had stopped driving oil supplies from Karachi to the Torkham crossing on the Afghan border due to frequent strikes on their vehicles.
On Friday officials said gunmen attacked a convoy of NATO oil tankers in southwest Pakistan overnight, killing a driver and torching eight vehicles.