"The attacker is said to have passed by the main gate, outside the stadium, where he detonated the bomb. The minister of sport was coming out of the stadium, but is reportedly safe," he said.
"Up to three people were killed in the attack and up to nine were wounded, according to reports."
Malik Naveed, the provincial police chief, said: "The bomber was stopped by the police and when he failed to enter the stadium he blew himself up at the gate.
"We had some intelligence and took precautionary measures, that's why he could not enter the stadium," he said.
A police official said that Owais Ghani, the provicincial governor, had left the stadium minutes before the explosion.
The blast damaged six vehicles parked outside the stadium, police officials said.
Peshawar is the capital of North West Frontier Province which borders Afghanistan.