Mohammad Toryali, police chief of Grish district, said the shooting occurred at a police outpost during a shift change.
The officers on duty were killed by four of their colleagues who had arrived to replace them, Toryali said. The killers fled.
At least 55 foreign troops have died in attacks by Afghan security forces this year. A similar number of Afghan policemen and soldiers have been killed in similar attacks by colleagues.
The surge in attacks has undermined trust between the U.S.-led NATO coalition and its Afghan partners, throwing doubt on the capabilities of the Afghans ahead of the withdrawal of foreign combat troops in 2014.
In another development, a U.S. service member was killed in an insurgent attack in southern Afghanistan on Thursday, a military statement said.
The statement did not contain further details about the clash.