Zia Durani, the spokesman for the provincial police chief, says the attack happened late yesterday in Maiwand district and that an investigation is underway.
Durani says there are indications one or more of the attackers wore a police uniform.
Taliban spokesman Qari Yousaf Ahmadi claimed responsibility for the attack in a message to the media.
The Taliban have stepped up their attacks on Afghan soldiers and security forces in recent months. US and NATO forces concluded their combat mission at the end of last year and Afghan troops took full charge of the country's security.