Bordering Pakistan's Waziristan tribal agencies, Khost is considered one of the main centres of activity for Taliban fighters fighting a three-year insurgency against government and US-led forces.
"A remote control bomb blast in Ismail Khail Mandozai district killed four people and wounded two," Colonel Muhammad Zaman Khan, deputy police chief of Khost province, told reporters on Thursday.
All of the casualties were policemen and a district police chief was among the wounded, he said.
On Monday, security forces in Khost asked for support from US forces against a group of fighters, and seven fighters were killed by US artillery fire.
US and Afghan security forces have detained at least 27 suspected fighters since Saturday, half of them in Kandahar, another southern province.
One of the captured men was identified by Kandahar authorities as Taliban leader Mulla Muhammad Umar's personal security chief.
US helicopter crash
Elsewhere in western Afghanistan, a US army helicopter crashed after suffering apparent mechanical failure, injuring both pilots on board, the US military said in a statement.
"A United States Army OH-58 helicopter crashed today in Afghanistan just north of Shindand in Herat Province. The crash site was secured immediately and there were no enemy forces reported in the area," the statement said.
"This crash was not the result of any hostile action, and, according to the pilots, there was no fire reported from the ground," it said.
Both pilots on board were evacuated to a US medical facility for treatment although their injuries were not life threatening.
An investigation will be conducted to confirm the cause of the crash, the military said.