A suspected militant was killed when police shot back after the raid on the police station in northern Sopore town around noon.
"One of the attackers was killed in the encounter that ensued after police launched a search operation minutes after the attack," a police officer said.
"We are searching more structures in the area as we believe the attackers were more than one," he added, asking not to be named because he was not authorised to talk to the media.
Last month militants made an abortive attempt on the life of a senior Kashmir minister in the ruling pro-India alliance.
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