The military said troops at a border checkpoint intercepted a pick-up truck on Thursday as it entered the Pakistani tribal territory of North Waziristan from Afghanistan.
Military spokesman Major General Shaukat Sultan said an occupant of the truck hurled a grenade at the troops. The soldiers opened fire and killed the man, Sultan said.
"This fellow lobbed a grenade but the people (at the post) were safe," he said.
"He is a foreigner, his body has been taken to the hospital ... at another place in the same area we have captured three others. All are foreigners."
No further details were immediately available.
A paramilitary Frontier Corps officer at the Dambdail checkpost, speaking on condition of anonymity, said the foreigners appeared to be from Turkmenistan.
There is a lot of support for the
Taliban in North Waziristan
Pakistani troops have stepped up their vigilance at the border amid reports that fighters were sheltering in the mountainous terrain after attacks on Afghan and US-led occupation forces fighters.
Residents in the nearby South Waziristan area said troops recently took up position on hills overlooking roads and set up new checkposts amid fears of a fresh military offensive to flush out fighters.
The Pakistani army launched its fiercest operation in March when at least 46 troops were killed in a 12-day siege-and-search operation.
However, the Pakistan government later changed its strategy and agreed to seek a political solution to the problem.
Under a deal brokered by tribal elders in April, the government allowed an estimated 500 foreigners to stay in the rugged terrain bordering Afghanistan if they denounced "militancy" and registered with the authorities.
But despite the expiry of several deadlines, none has registered.
In a bid to increase pressure on local tribes to hand over foreign fighters believed to be hiding in the area, Pakistani troops last week erected road blocks and shut down thousands of shops in the markets of the main tribal town of Wana.