Provincial police chief, Gen. Abdul Habib Syed Khel, said the rockets were fired on Friday night and landed in Marwara and Dangam districts.
Gen. Syed Khel confirmed that the shelling did not incur any casualties to the local residents.
A teenage boy was killed following cross-border shelling in eastern Kunar province on Wednesday night.
Cross-border shelling in eastern Kunar province continues despite the National Security Council (NSC) instructed the security institutions to take necessary actions to repel the cross-border incursions by Pakistan.
The Pakistani military has been shelling eastern provinces of Afghanistan including Kunar and Nuristan during the recent years.
According to the local residents in Kunar and Nuristan province, dozens of people have been killed or injured following the cross-border shelling.
Tensions heightened between the two nations on several occasions over cross-border shelling, which also resulted into clashes between the Afghan and Pakistani forces last year.