It did not any other details, including the nationalities of the three.
The statement said the man was wearing the uniform of an Afghan National Civil Order Police and that the incident was under investigation.
Their deaths bring to 215 the number of foreign troops killed so far this year.
Earlier,Afghan police said a roadside bomb killed five Afghan civilians in the eastern province of Ghazni.
Deputy provincial police chief Maj.
Mohammad Hussain said a bus full of people struck the explosives Sunday morning while driving near Ghazni city, capital of the province of the same name.
He said another 11 people were wounded,and the dead included women and children.
The bus was traveling from Kabul to the southern city of Kandahar.