The assault sent terrified students in an adjacent school fleeing the area, which is also close to the Indian diplomatic mission.
No group has so far claimed responsibility for the attack, which comes after a series of strikes on Indian installations in the region.
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"The incident occurred near the Pakistani consulate, but we are not sure if it was the intended target."
Pakistan's foreign office said in a statement it was in contact with its embassy in Kabul as well as Afghan officials, but could offer no further information.
Indian interests have been targeted twice this month in spectacular assaults -- an attack on the consulate in Afghanistan's Mazar-i-Sharif, and a raid by Islamist insurgents on an air force base in the northern Indian state of Punjab.
A small bomb also exploded near the Indian consulate in Jalalabad last Tuesday, but no casualties were reported.
The spike in violence came after Indian Prime Minister Narendra Modi paid a surprise peacemaking visit to Pakistan last month following a tour of Kabul.
India has been a key supporter of Kabul's post-Taliban government.
The latest attack comes shortly after four-country talks in Islamabad aimed at reviving stalled peace talks with the Taliban.
The discussions between representatives of Afghanistan, Pakistan, United States and China on Monday came even as the insurgents wage an unprecedented winter campaign of violence more than 14 years after they were ousted from power.
The so-called "roadmap" talks were meant to lay the groundwork for direct dialogue between the Afghan government and the Islamists.
The group is set to hold the next round of discussions on January 18 in Kabul.
The Taliban's unprecedented nationwide winter offensive is testing the capacity of Afghanistan's overstretched military and putting pressure on Pakistan to rein in its one-time proxies.
In September the Taliban briefly seized the northern provincial capital of Kunduz, and in recent weeks they have seized large swathes of the key opium-rich district of Sangin in the southern province of Helmand, their traditional stronghold.
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