A Taliban spokesman claimed responsibility for the raid on the post in the southern province of Nimroz on Wednesday.
Ghulam Dastagir Azad, the provinical governor, said on Thursday that about 60 Taliban were involved in the attack. He said one policeman was killed and four were wounded.
Blood stains found after the hour-long clash indicated that the Taliban had suffered casualties but had taken wounded or dead comrades with them when they fled, Azad said.
"We are hunting for them," he said.
The Taliban have been fighting US-led forces since they were ousted for harbouring Osama bin Laden weeks after the attacks on the United States in September 2001.
Violence has intensified in recent months with a wave of roadside and suicide bombings killing dozens of people as Britain, Canada and the Netherlands prepare to lead an expansion of a Nato peacekeeping force into the volatile south.
Most of the recent attacks have been in the south and east, near the border with Pakistan, and many Afghans say their eastern neighbour is not doing enough to stop rebels attacking from the safety of Pakistani soil.
Hamid Karzai, the Afghan president, called on Pakistan to intensify its efforts to root out terrorism during a visit to Pakistan on Wednesday.
Pervez Musharraf, the Pakistani president, said terrorism was a common enemy and the two countries had to fight it together.
In a separate incident, Taliban fighters captured and killed an intelligence officer in the eastern province of Ghazni on Wednesday, the provincial governor said.
A Taliban spokesman claimed responsibility for kidnapping two intelligence officers in the western province of Farah on Monday. Their bodies were found in a desert the next day.