"The blast took place at around 7: 00 am (local time) in Bandar-e-Kabul area of the city," the police official who declined to be named told Xinhua.
The killed included one military officer and two civilians, he said.
The nature of the blast is not known yet.
The government troops immediately cordoned off the area.
No group claimed responsibility for the attacks, but Taliban suspects routinely claim responsibility for such attacks.