Interior ministry says eight other officers were injured in attack in Sitra village.
Bahrain says it has identified and arrested several suspects in a bombing on Tuesday that killed two policemen, the state news agency BNA cited the ministry of interior as saying.
The ministry did not give further details of the arrests on Wednesday.
The bombing, which also wounded six other people, took place outside a girls’ school in the predominantly Shia village of Sitra.
It was the worst such attack since March 2014, when a blast killed three policemen.
State media said explosives found in the latest attack resembled some seized at the weekend that authorities say were smuggled in from Iran.
Sunni-ruled Bahrain has long accused Iran of stirring up unrest among its majority Shia population and tension between the neighbours has risen in recent days, with Bahrain recalling its ambassador from Tehran on Saturday.
Tuesday’s blast occurred just days after Bahraini authorities announced they had broken up an attempt to smuggle assault rifles, ammunition and explosives into the kingdom.
The cargo intercepted earlier this month off the country’s coast included nearly 44kg C-4 plastic explosives and detonators.
Police linked the smuggling attempt to Iran, alleging that one of the suspects they arrested received military training in the country, and that he and another suspect admitted to receiving the shipment from Iranian handlers.
The blast was the latest in a series of bombings in recent years targeting security forces in the Gulf nation, which continues to face low-level unrest more than four years after widespread protests demanding greater political rights.
Although opposition rallies largely attract peaceful demonstrators, young activists frequently set up makeshift roadblocks and clash with police in Shia villages.
Anti-government activists have planted bombs that have killed or maimed police in the past.