The incident took place in the 13th police district of the city after unexploded ammunition left in the area went off.
Sediq Sediqi, spokesman for the Ministry of Interior (MoI), said the children were playing in the area when the incident took place.
He said the victims were between 9 to 14 years of age.
Afghanistan is covered with millions of unexploded ordnance due to decades of civil war and around 16.5 million of them have been removed so far.
The unexploded ordnance are currently being removed under the mine-clearing programmes since 1989 after the Soviet withdrawal.
At least 22,000 casualties have been reported across the country during the same period, according to UN-backed Mine Action Coordination Centre of Afghanistan (Macca).
According to reports, unexploded ordnance still kills and injures about 40 people each month. Since 2010, MACCA has recorded 36 deaths from unexploded ammunition across the country.