Four soldiers were wounded in the attack, which showed the persistent threat insurgents pose to Pakistan's security forces, especially those operating near the Afghan border.
Police official Akhtar Ali Shah said the assailants refused to stop for a check at the entrance to the range in the northwestern city of Mardan, prompting the guards to open fire.
The men wore suicide jackets that detonated when they were shot at, wounding the soldiers. Police had collected body parts of the attackers for DNA tests, Shah said.
The bombers were being given a cover by four "terrorists" and two of them were killed in a subsequent shooting, a Pakistan army statement said. Troops are searching for the two attackers who escaped, it said.
Mardan, which lies about 30 miles (50 kilometers) away from the northwest's main city of Peshawar, has witnessed several attacks blamed on Taliban and other Islamist militant groups that have proliferated along Pakistan's border with Afghanistan.
In Pakistan's southwest, meanwhile, gunmen killed Baluch nationalist activist Haji Liaquat in Qilat town, said Ghulam Moeenuddin, a security official in the area.
Liaquat was a member of the Baluchistan National Party. The party's secretary-general, Habib Jalib, was killed last week in Quetta, the capital of Baluchistan province.
The province has long been the scene of an ethnic nationalist movement and insurgency aimed at gaining more autonomy and a greater share of the wealth mined from its natural resources. Targeted killings are common in the region.
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