The suicide bomber has detonated his explosives-packed Humvee at the entrance to the police headquarters in Maiwand district of the province.
Taliban group claimed responsibility for the attack.
The district police chief colonel Sultan Mahmoud said the attack killed six people and wounded five others while some were slightly injured by broken glasses.
The powerful blast has destroyed parts of the police headquarters in Maiwand district.
This comes as Afghan forces have launched a major military operation against the militants in the district.