Ronald Neumann, the US ambassador, was not in the convoy, Joe Mellott, an embassy spokesman, said.
Later, Qari Yousef Ahmadi, a Taliban spokesman, said in a phone call to AP that a Taliban activist from Khost province carried out the attack.
US embassy security teams sealed off the road, and initially prevented Afghan police, Nato soldiers and photographers, including those of Al Jazeera, from getting close to the vehicles.
The route is often used by American soldiers travelling to the main US coalition base at Bagram outside the capital and also to various military bases on the outskirts of Kabul.
Reporting from the blast site, John Cookson, Al Jazeera's correspondent, said: "The Jalalabad Road is notorious for suicide bombers; it is used frequently by US convoys. Today's target was a line of US embassy vehicles heading for Kabul.
"The bomber struck in a white car with devastating consequences." One Afghan witness said: "I heard a loud explosion, I went outside - there was a lot of fire and smoke."
Cookson said: "The bombing comes as US and Nato forces increase the pressure on the Taliban in an ongoing guerrilla war and the Taliban responding with suicide bombers - this is the first in Kabul in three months."