Two gunmen opened fire on police officers manning a roadside checkpoint in the capital Islamabad on Monday, triggering a shoot-out that killed an officer and both assailants, police said.
Two policemen were also wounded in the attack near a market, Islamabad police said in a statement.
The wounded officers were taken to hospital.
Interior Minister Sheikh Rashid Ahmed condemned the attack and ordered an investigation.
No one immediately claimed responsibility for the attack and police are still investigating.
Although militants often attack security forces in Pakistan, such incidents in Islamabad are rare.
Last Friday, militants attacked an army post in the restive north-west, bordering Afghanistan, triggering an intense shoot-out that killed a Pakistani soldier.
The Pakistani Taliban, who have been emboldened since the Afghan Taliban seized power in the neighbouring country, claimed responsibility for the attack.