Kandahar Governor's spokesperson Ahmad Bahir Ahmadi told Efe news that the attackers detonated a Vehicle-Borne Improvised Explosive Device (VBIED) at the entrance of the heavily-guarded complex in the southern Kandahar province.
"The attackers (then) tried to force their way into the facility but were prevented by the security forces," Ahmadi said.
Security forces were battling the militants in a bid to stop from entering the police headquarters, he said.
"We still don't know about the exact number of the attackers...the fighting is still under way," the spokesperson said, adding that it was also not known if there were any casualties.
The Taliban claimed responsibility for the attack.
Qari Yusuf Ahmadi, a Taliban leader, said in a statement that the attack was carried out by suicide bombers "armed with light and heavy weapons and explosives vests".
The attack comes days after the Afghanistan government reported "positive results" from a peace conference between Taliban insurgents and Afghan representatives in Qatar.
The two-day conference, which brought together 60 Afghans, representing all spheres of society, including Taliban and government officials, pledged "to minimize the civilian casualties to zero" in the war in Afghanistan and work on a "road map to peace" for formal talks in the future.
Taliban leaders and officials from the US, led by envoy Zalmay Khalilzad, have separately held several rounds of peace talks in Qatar and the United Arab Emirates for ending the 18-year-old war in Afghanistan.
Despite talks, violence has spiked across Afghanistan in recent years. The government currently controls around 55 per cent of Afghan territory, while the Taliban holds nearly 11 per cent.
The remaining territory is disputed, according to the US Congress' special inspector general for Afghanistan reconstruction.
( With inputs from IANS )