The incident came a day after Nato and Afghan forces said they concluded an operation to push Taliban-inspired fighters from villages in the Arghandab district of Kandahar province.
The US-led coalition said on Friday that two of its soldiers were killed while conducting operations against opposition fighters on Thursday.
"One coalition service member died of gunshot wounds and two others were wounded while conducting operations in Helmand province Thursday around 8pm [1530 GMT]," a coalition statement said.
The statement did not reveal the nationalities or identities of the victims.
The wounded soldiers were evacuated for medical treatment but one of them also died, the coalition said.