Safia Ana Jan, head of the women's affairs department in the province of Kandahar, was killed by armed men on motorbikes as she got into her car outside her home on Monday, her nephew said.
A Taliban commander, Mullah Hayat Khan, said Ama Jan was killed because she worked for the government.
"We have told people time and time again that anyone working for the government - including women - will be killed," Khan said by telephone from an undisclosed location.
Ama Jan had served as the head of the province's women's affairs department since 2002, and was well known as a teacher and women's rights activist.
A witness to the murder said he had seen the two men on motorbikes position themselves on the road and wait for her.
"After she arrived, they attacked," said the man, who gave his name as Allaudin.
The shooting seemed to go on for about three minutes, he said.
The car was marked with bullet holes from both sides and its windows were shattered.
An Afghan security official said no arrests had been made and an investigation had been started.
The UN condemned the killing. Aleem Siddique, a spokesman for the UN Assistance Mission in Afghanistan, said: "Unama is appalled by this senseless murder of a woman who was simply working to ensure that all Afghan women play a full and equal part in the future of Afghanistan."
Also on Monday, police in the eastern town of Khost said two apparent suicide bombers had been killed in a blast.
Residents said a US military convoy had been attacked, but there was no word on casualties among the troops.