The violence underscores Afghanistan's fragile security situation as the Taliban, who launched their annual spring offensive in April, rejected government calls this week for a ceasefire during the holy month of Ramazan.
The 12 soldiers, police and intelligence officers were captured over the past two months from different highway crossings in the insurgency-prone province of Ghazni.
"The bodies... of our personnel captured by the enemy were discovered in Andar district this morning," Ghazni's Governor Mohammad Aman Hamim told reporters.
Afghan Taliban refuse to cease fire in Ramazan
Separately, insurgents abducted 40 bus passengers in Kunduz on Wednesday, in the second such group abduction in the northern province in less than two weeks, officials said.
Seven other passengers managed to escape when Taliban fighters stopped the bus on the highway near Kunduz city, said police spokesman Mahfuzullah Akbari.
The Taliban have so far not commented on the 12 captives and the latest abduction.
The latter came after the Taliban killed 10 bus passengers, many of them summarily executed, and kidnapped dozens of others in Kunduz last week.
The insurgents said they were targeting Afghan security officials aboard the buses.
Six killed as Taliban bombers raid Afghan courthouse
The Taliban have stepped up attacks after announcing Haibatullah Akhundzada as their new leader on May 25, elevating a low-profile religious figure after officially confirming the death of Mullah Mansour in a US drone strike.
Observers say Akhundzada, who is seen as more of a spiritual figurehead than a military commander, will emulate Mansour in shunning peace talks and intensify attacks against the Afghan government.
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