"Reportedly, four men attacked the FIA building and initial reports are that two of them have been killed," Nadeem Hassan Asif Punjab, the province interior secretary, said.
In the second attack in Lahore, 10 to 15 gunmen raided the Manawan Police Academy on the outskirts of the city, resulting in the deaths of 11 police officers and four attackers.
Three of the attackers blew themselves up, the police said.
The same academy had come under attack earlier this year, in which 12 people died after an armed standoff.
More than 20 armed men also stormed the Pakistani Elite Force Headquarters. At least one policemen and five attackers were killed in the gun fight that followed.
Hours after the co-ordinated attacks, police in Lahore said that they had regained control at all three places.
Amjad Farooqi, representing a group often referred to as the Punjabi Taliban, claimed responsibility for the Lahore attacks.
Also on Thursday, a suicide bomber in a vehicle struck outside a police station in Kohat in northwest Pakistan, killing at least 11 people.
"It was a suicide attack," Dilawar Bangash, the district police chief, said.
Later in the day police reported a blast near a school in the city of Peshawar. The explosion killed an 8-year-old girl and wounded five others.
The latest attacks, coming days after an audacious attack on the Pakistani army's headquarters in the garrison city of Rawalpindi, underscored the rapidly worsening security situation in the country.
In recent weeks, more than 100 people have been killed in suicide attacks, mostly claimed by the Taliban.
However, Rehman Malik, Pakistan's interior minister, vowed not to let the attacks deter the government in its pursuit of Taliban and al-Qaeda fighters.
"The enemy has started a guerrilla war," Malik told a local television station.
Imtiaz Gul, a political analyst in the Pakistani capital, Islamabad, told Al Jazeera: "It seems that [opposition fighters] are taking advantage of the lack of leadership in Islamabad at the moment.
"The president [Asif Ali Zardari] and prime minister [Syed Yousaf Raza Gillani] do not seem to be in sync with the Pakistani military which looks embattled at the moment. And which is looking up to the political leadership to lead and consult them.
Ameen Jan, an analyst on Pakistan, told Al Jazeera: "The Taliban and insurgents are trying to send a very clear message: 'we're still here, we're still going to create hell for you and we are not going away anywhere soon.'"
"This is an insurgency that is here to stay for some time and it will take all of the effort of the Pakistan military and the rest of the state apparatus, and will require the support of the Pakistani people to battle it for the months and years to come."
A suspected US drone attack also killed four people in North Waziristan, on the Afghan border on Thursday.
Two missiles struck a house 3km north of Miranshah, the principal town of the region, intelligence officials said.
At least three of the dead were Afghan Taliban members, the officials said.
Alleged US drone attacks have increased since September 2008, as frustration has grown with Islamabad failing to eliminate Taliban hideouts on Pakistan's side of the border.