Both women were gunned down on the streets of Lashkar Gah, the capital of Helmand province, by unknown assassins in murders that highlighted the grave threat to women who take on public roles in Afghanistan.
"I can confirm that Nigar died in the emergency unit of the hospital this morning," provincial government spokesman Omar Zawak told AFP. "She died from a bad injury to her neck."
Nigar, who like many Afghans used only one name, was earlier expected to survive after she was shot on Sunday morning by gunmen who escaped by motorbike.
Nigar, 38, had worked for seven years in the police crime branch in Helmand, a hotbed of the Islamist insurgency that erupted against the US-backed Kabul government after the fall of the Taliban in 2001.
She was the mother of a son and a daughter and was based at Lashkar Gah airport after reaching the rank of investigator. Before Helmand, she had been posted in the capital Kabul.
The last senior police woman in Helmand, Lieutenant Bibi Islam, was seen as a high-profile symbol of how opportunities for women have improved in Afghanistan since the repressive Taliban regime was ousted.
After Islam was killed, Nigar told local media that she was not scared of being a police woman in ultra-conservative Helmand and that she was determined to continue doing a job she loved.
She said that she had also received death threats, but that Afghanistan needed more female police officers to protect women who often suffer repression, sexual violence and discrimination in the country.
No one claimed responsibility for either murders, and no arrests have been made.