One policeman and a militant were also wounded during the shootout, police said.
A group of militants attacked a police vehicle in the town of Mir Hasan, about 360 kilometres (220 miles) southeast of Quetta.
"Police also returned the fire and the militants ran away after the encounter. Two policemen were killed and one was injured," Saadullah Khetran, Naseerabad district police chief told AFP.
Two militants were also killed in the shootout and their bodies taken to a local hospital, Khetran added.
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