It was not immediately clear if the gunmen were holding hostages inside the mosque as the gun battle was still ongoing in Lashkar Gah, the capital of the volatile poppy-rich province of Helmand.
"Two attackers armed with RPGs and guns tried to enter the governor's building in Lashkar Gah but were prevented by the police," an Afghan security official told AFP.
"They were forced to enter a nearby mosque and are now exchanging fire with the police who have surrounded them," added the official, who declined to be named.
But the chief of Helmand's health department, Enayatullah Ghafari, gave a higher toll, saying six dead bodies including those of two policemen, had been brought to a local hospital.
"Eight wounded people are also being treated in the hospital," he told AFP.
No group immediately claimed responsibility for the attack but Taliban insurgents launched their spring offensive across Afghanistan late last month, stepping up attacks on government and foreign targets.
NATO's combat mission formally ended in December but a small follow-up foreign force has stayed on to train and support local security personnel.
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