The border guards tried to stop "a group of Afghan drug contrabandists" who were trying to enter Tajikistan about 220 kilometres southeast of Dushanbe, the national security committee said in a statement.
"The commander of the border guard unit colonel Khairiddin Akhtamov heroically died in the shootout. Four soldiers were injured," the statement said.
The border guards seized 33 kilogrammes of narcotics.
Mountainous Tajikistan, the poorest former Soviet republic, shares 1,344 kilometres of border with Afghanistan, the world's largest producer of opium and heroin.
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