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The Taliban claimed responsibility in a tweet for the ongoing attack at the centre in Gardiz, capital of Paktia province, which borders Pakistan.
"At first a suicide bomber detonated a car filled with explosives near the training centre, making way for a number of attackers to start their assault", the interior ministry said in a statement.
A battle between the attackers, armed with guns and suicide vests, and security forces was under way inside the centre which is located near the Paktia police headquarters, according to the interior ministry statement.
There were no immediate reports of casualties.
A local official said two car bombs blew up near the compound that also houses the provincial headquarters of the national police, border police and Afghan National Army.
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