The attack happened in Lashkargah, which is the capital of Helmand province, according to news reports.
The policemen were reportedly having lunch in their barracks when they were killed.
The Taliban claimed responsibility for the incident, saying the killing was carried out by an agent working with the insurgency.
Separately, in neighbouring Pakistan, the Taliban have released a video showing the execution of 16 policemen.
The victims are shown with their hands tied behind their backs before gunmen open fire on them.