The officials further added the incident took place after a suicide vest went off, killing five people and injuring six others.
Provincial governor spokesman Ahmad Zeerak said the individuals killed during the incident were reportedly being trained on how to carry out suicide attacks.
Mr. Zeerak further added the incident took place in Sheen Ghazak area at Marjah district where Taliban militants and other insurgent groups are openly operating.
He said a Taliban militants entered the Madrasa and was teaching the religious students suicide bombing.
Taliban mlitants group yet to commen regarding the incident.