The Taliban later claimed the attack.
The shooting late last night also left two other guards wounded, according to Wahida Shahkar, spokeswoman for the Parwan governor.
The guards were attacked while they were on their way to work at Bagram airfield, the main U.S. Military base in Afghanistan, she added.
Taliban spokesman Zabihullah Mujahid claimed responsibility for the shooting in a statement sent to the media on Tuesday.
The insurgents have stepped up their attacks against Afghan security forces, and an affiliate of the Islamic State group has been trying to expand its footprint in the country by launching large-scale attacks across Afghanistan.
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Abdullah Abdullah, the country's Chief Executive, first announced the incident during a live TV broadcast. He said the killings, which are under investigation, had "shocked us all."
The Kabul protest began earlier this month, after a powerful truck bomb killed more than 150 people and wounded more than 450 in the heart of the city. Since then, scores of protesters have spent almost three weeks under huge tents on a road near the presidential palace and the blast site, as well as in other parts of the city. BY Monday night, only the one, main tent had remained.
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