The latest in a long series of so-called insider attacks took place at a checkpoint in the Chenartu district of the volatile southern province of Uruzgan, district chief Faiz Mohmmad told Reuters.
He said security forces were looking for the policemen and the presumed Taliban allies who joined him in shooting his colleagues in the early hours of Tuesday.
"After the shooting, the policeman and Taliban stole their weapons and burnt the checkpoint and a police vehicle," Faiz Mohmmad said.
The Taliban have not claimed responsibility for the attack.
Uruzgan, which borders the traditional Taliban strongholds of Helmand and Kandahar provinces, was the scene of a similar incident last week when four police shot and killed nine colleagues before joining the Taliban with weapons and equipment.
Insider attacks have been a major problem among security forces struggling with low morale and high desertion rates and there have been repeated instances of police and soldiers going over to the Taliban.
The Taliban is an Islamic fundamentalist political movement in Afghanistan currently waging war (an insurgency, or jihad) within that country.
From 1996 to 2001, it held power in Afghanistan and enforced a strict interpretation of Sharia, or Islamic law, of which the international community and leading Muslims have been highly critical.
Until his death in 2013, Mullah Mohammed Omar was the supreme commander and spiritual leader of the Taliban.
The movement originated in the early 1990s, but was not fully unified until its 1994 capture of Kandahar.
Under the leadership of Mohammed Omar, the movement spread throughout most of Afghanistan, sequestering power from the Mujahideen warlords, whose corruption and despotism Afghans had tired of.
The Islamic Emirate of Afghanistan was established in 1996 and the Afghan capital transferred to Kandahar.
It held control of most of the country until being overthrown by the American-led invasion of Afghanistan in December 2001 following the September 11 attacks.