According to local security officials, the incident took place Tuesday in Arghandab district, leaving three police officers dead and 6 others injured.
The officials further added that district security chief for Arghandab was also among those injured in the blast.
Provincial security chief spokesman, Gulam Sakhi Rogh Lewanai also confirmed the report and said Arghandab district police chief was injured along with five other police officers.
No group including the Taliban militants has so far claimed responsibility behind the incident.
Zabul is among the restive provinces in south-eastern Afghanitan where Taliban militants are operating in its various districts and frequently carry out attacks against the Afghan security forces.
Taliban militants executed seven abducted Afghan soldiers earlier last month. The soldiers were kidnapped earlier in October while they were on their way to Zabul from southern Kandahar province.