The attack, which also wounded at least 20 civilians, targeted the officers, who had gathered to provide security for a demonstration, the BBC reported.
A police spokesman said many shoppers were in the area at the time of the suicide attack.
The explosives were packed inside a vehicle, Khaama Press reported.
The attack took place about 3:15 p.m. local time, said provincial governor spokesman Syed Sarwar Hussaini.
The demonstration was reportedly in support of a local warlord.