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"Another US service member and two US civilians also sustained wounds and are currently stable," it said in a statement.
"Anytime we lose a member of our team, it is deeply painful," Xinhua news agency quoted General John W. Nicholson, Commander of US Forces-Afghanistan and NATO-led Resolute Support mission, as saying in the statement.
"Our sympathies go out to the families, loved ones, and the units of those involved in this incident," he said.
The two individuals were killed during an attack near a coalition base by an unknown assailant, who was later killed.
They were conducting duties as part of the larger NATO mission to Train, Advise, and Assist the Afghan security services.
Earlier media reports here said a shooter wearing Afghan security forces' uniform attacked the base in Kabul incurring the casualties, citing an Afghan military official.
An investigation is being conducted to determine the exact circumstances of the event, the statement noted.