The incident took place in Izat Aziz area of Jabal-e-Seraj district of the province, Provincial Police Chief, Mohammad Zaman Mamuzai said.
He said Zarghona, the policewoman, left home and was heading towards her duty location when she came under the attack of unknown gunmen.
Mamuzai added that one person was arrested in connection to the incident and investigations are underway.
No group or individual has claimed responsibility for the attack so far.