A ministry of defence spokeswoman in London said: "It was during a patrol in Sangin town. Members of 3 Para battle group were attacked by suspected Taliban forces. A British soldier was killed during the incident."
No further details were immediately available.
Britain has sent 3,300 troops to southern Afghanistan where they will shortly join an expanding NATO peacekeeping mission entering some of the country's most dangerous territory for the first time.
Commanders say the troops have moved deep into the mountains of northern Helmand province sooner than they had initially planned, where they have been battling Taliban guerrillas.
Two other soldiers were killed over the weekend.
Also on Wednesday, one person was killed and more than 40 people were wounded in three bomb blasts in the Afghan capital, Kabul.
The bombs appeared to be aimed at buses carrying security forces and government members, police in Kabul said on Wednesday.
In the first attack, at around 7am local time, a remote-controlled bomb exploded next to an Afghan national army bus in the centre of Kabul, the defence ministry said in a statement.
An Afghan bomb disposal expert
(L) approaches a cart in Kabul
The blast sent the bus veering out of control and it crashed nearby, wounding 39 people who were taken to a military hospital, the statement said.
Police said the bomb had been hidden in a rubbish bin on the street.
A second bomb, hidden in a cart, exploded 15 minutes later in northern Kabul as a bus carrying employees from the commerce ministry drove past, killing one bystander and injuring several others, police and witnesses said.
A third explosion in an eastern part of the city hit an Afghan army convoy, but there were no apparent casualties.
On Tuesday, two similar explosions in the Afghan capital injured at least seven people.
Violence by Taliban rebels has increased in recent months, with the worst incidents in the south and east of the country where thousands of foreign troops are based.