The officials further added that the incident took place on Wednesday night in Moqor district of Badghis province.
Provincial governor spokesman, Mirwais Mirzakwal confirming the report said the Turkmenistan border guards were shot dead by Taliban militants while they were patrolling on the bordering regions between the two countries.
Mr. Mirzakwal further added that the attack was carried out by Taliban commanders Mullah Abdullah and Ahmad along with their fighters.
He said the Taliban militants initially entered the Turkmenistan territory and opened fire on their border guards, leaving three of them dead.
Turkmenistan consulate officials in western Afghanistan have confirmed the report.
Taliban militants group has not commented regarding the incident so far.