Witnesses told the BBC Thursday that several militants armed with rocket-propelled grenades and automatic weapons stormed the facility and the ensuing battle lasted over an hour.
The police reportedly sustained some casualties, but details were not available. The Taliban claimed responsibility for the attack.
Witnesses reported hearing a number of explosions and one or more suicide bombers might have been involved. Helicopters were seen overhead and the area was sealed off.
Tens of thousands of Afghan police and military are being trained to assume control of the country once NATO coalition forces leave. The Taliban frequently targets Afghan police and their allies.
Kandahar is the spiritual homeland of the Taliban and has experienced some of Afghanistan's worst violence in recent years.
Insurgents have attacked police in Kandahar several times in recent months and 19 people were killed in an assault on Kandahar police headquarters in February.