The officers were killed in the southern province's Musa Qala district, Khaama Press reported.
Omar Zuwak, a spokesman for the provincial governor, said two of the six killed were with the Afghan national police and the other four were local policemen, the report said.
Zuwak said the attacker, or attackers, escaped in a checkpost vehicle.
The BBC quoted provincial officials as saying the officers were killed by a single policeman the Taliban claimed to have recruited for the attack.
Authorities were investigating that claim, the report said.
So-called insider attacks in Afghanistan have become a major security concern for the United States and NATO.
Taliban violence has escalated in the country as coalition troops prepare to end their combat operations by next year and hand over security of the country to Afghan forces.
Celebrity Families of 2014 [PHOTOS]