It was not immediately clear who was responsible, he said. More than 800 people have been killed in Afghanistan over the past year in a wave of violence, most of it in the south and east.
"In total we have 11 people killed," governor Sher Muhammad Akhundzada said in Lashkar Ga, the provincial capital.
The former police chief, Qayyum Jan, and 10 of his supporters were killed when the vehicle they were travelling in, was fired upon by rocket-propelled grenades and rifles.
"The identity of the attackers is not known," Akhundzada said.
Tribal rivalry is the common cause of conflict in the south.
In Uruzgan province, to the northeast of Helmand, Afghan government and US forces came under attack in the south and six people were killed, including four of the alleged attackers, a government officer and a civilian, a provincial official said.
The incident on Tuesday came on the same day that security forces arrested two alleged Taliban supporters in separate incidents, one, Amanullah a brother-in-law of Taliban leader Mullah Muhammad Umar.
Mufti Abdul Latif Hakimi told reporters that Amanullah was not an important figure and he is only 20 years old.
"The American supporters arrested Amanullah only because of him being a relative of Mullah Umar. He was not an armed man fighting for the Taliban"
"The American supporters arrested Amanullah only because of him being a relative of Mullah Umar. He was not an armed man fighting for the Taliban," Hakimi said.
He said that Amanullah did not have a governmental position under the Taliban regime either.
"It is a dream to arrest Taliban leaders including Mullah Umar by bringing pressure on Aman Allah," Hakimi said, adding that the whereabouts of their leader was known only to top Taliban leaders.
The man, Mullah Amanullah, is to be handed over to the authority of the central government in Kabul on Wednesday, Khan said.
Khan declined to give any details of the investigation concerning Amanullah or say if he had information about Umar's whereabouts who among the most wanted men by the US forces in Afghanistan.