According to the local security officials, the incident took place late on Wednesday night in a security post in Mehtarlam city.
Provincial police spokesman Shafiqullah confirmed the incident and said the assailant policeman managed to flee the area following the attack.
He said the policeman was apparently in contact with the Taliban militants and has joined the Taliban ranks after the attack.
The Taliban group has also claimed responsibility behind the insider attack.
Laghman is among the relatively volatile provinces in eastern Afghanistan where anti-government armed militant groups are actively operating in a number of its remote districts.
The latest insider attack in Laghman comes almost two weeks after seven policemen were killed in southern Kandahar province of Afghanistan in a similar attack.
At least 7 policemen serving with the Afghan Local Police (ALP) forces were also shot dead by their comrades in Kandahar province late last month.