There were no casualties among Nato troops, but one of their vehicles was slightly damaged, Mohammad Isa Iftikhar, the deputy police chief of Helmand, said. Lashkar Gah is the capital of Helmand.
"Two labourers working in the area were wounded," Iftikhari said.
Lietenant Colonel Angela Billings, a Nato spokeswoman, said she was aware of an "incident" in Lashkar Gah but did not have details.
Helmand is one of the strongholds of the Taliban in southern Afghanistan and known as the centre of Afghan drug trade.
Nato forces last week launched their biggest operation so far against the Taliban and drug dealers in southern Afghanistan.