"The national guard attempted to ambush at dawn two terrorists on a motorcycle in Sidi Ali Ben Aoun after obtaining information that (they) were about to launch an operation," ministry spokesman Mohamed Ali Aroui told AFP.
He said two officers were killed in the ensuing shoot-out, and that the militants fled before killing a third policeman who was making his way to work at the time.
They were pursued by an elite unit of the national guard, Aroui said.
Tunisia has seen a surge in radical Islam since veteran president Zine El Abidine Ben Ali was ousted in the 2011 revolution.
Dozens of security forces have been killed since then in jihadist attacks.