The girl, who police said was no older than 10, was discovered Sunday near a police checkpoint in the Khan Nasheen district of Helmand province, NBC News reported.
"She was crying and told border police that she was made obliged by her brother to do suicide attack on them," Hamidullah Siddiqi, an Afghan border police official, told NBC News.
The girl's brother was identified as Zahir, a Taliban commander.
Siddiqi said the girl may not have been able to operate the detonator to the explosive device.
Authorities in the area are now searching for Zahir.