The governor of the province of Farah, Bashir Baghlani, blamed Taliban guerrillas for the attack on the Borjak border post with Iran.
But another top provincial official, who did not want to be identified, said the attackers were men loyal to rivals of Baghlani and he linked the clash to a recent decision by the governor to fire some officials.
It was the latest violence to hit the province, which until recently was considered one of the safer parts of Afghanistan, and shows the difficulties President Hamid Karzai faces trying to bring stability ahead of landmark elections scheduled for 9 October.
On Thursday, police in the provincial capital shot and wounded five demonstrators after Baghlani supporters pelted police with stones in a protest responding to one against the governor the previous day.
On Wednesday, six policemen were killed in an attack in Farah province's Chakab area, which police said was a failed attempt by Taliban guerrillas to kidnap Turkish road workers.
The Taliban, ousted from power by US-led forces in late 2001, claimed responsibility for the attack.
In late June, assailants in military uniforms shot dead seven police officers in an ambush in Farah's Del Khak district. Police said that attack was the work of either the Taliban or drug traffickers.
Farah province is on the border with Iran, a main smuggling route for Afghanistan's massive narcotics output.
Hundreds of people have been killed in clashes this year despite the presence in Afghanistan of 20,000 US-led troops and 6500 NATO-led peacekeepers, raising concerns about election security.