Two explosions took place at a hair salon and a vegetable market in the county seat of Xinhe in the Aksu prefecture at about 6:40 pm (local time), killing one person and injuring two others, the region's information department said.
Shortly after the blasts, police arrested three suspects and later a vehicle exploded while being besieged by police, killing two people inside it, state-run Xinhua news agency reported.
The province which borders Pakistan Occupied Kashmir (POK) experiences violence regularly.
In November last year, nine civilians and two policemen were killed in an attack on a police station near Kashgar.
In late October, five people were killed when a car ploughed into a crowd and then burst into flames in Beijing's iconic Tiananmen Square.
Beijing called the incident a terrorist attack inspired by Xinjiang-linked extremists. Three people who died inside the car were identified by police as Xinjiang Uighurs.
The arrival of waves of the majority Han Chinese people over the decades has fuelled tensions with the Uighur minority group. Chinese authorities have cracked down heavily on violence involving Uighurs, deepening resentment.