Two militants were suspected to be holed up in the complex, which houses the district headquarters and residential buildings, officials said.
"The militants opened fire on district police lines (DPL) premises in Pulwama at around 4:30 am," a police official told PTI, adding that two CRPF personnel and a Jammu and Kashmir policeman died in the attack.
The security forces retaliated and the exchange of firing was continuing till this afternoon.
Extra forces have been rushed to the spot, he added.