The family was leaving a maternity hospital in Khost province in a pick-up truck when the bomb exploded, said a statement from the office of the provincial governor.
"A pregnant woman was taken by her family to a hospital last night at 10 pm, and they were making their way home in the morning with their newly born baby when the bomb hit," said Zarmaeed Mokhlis, governor of Khost's Sabari district.
In southern Helmand province, a roadside bomb killed three and wounded two members of one family on their way to a wedding, hospital officials in the provincial capital Lashkar Gah said.
Roadside bombs are by far the deadliest weapon deployed by Taliban insurgents in the war against Nato and the government of President Hamid Karzai, and they have become grimly more powerful over recent years.
A Taliban spokesman said the group was aware of the Khost incident, but could not immediately confirm or deny involvement.
Civilians bear the brunt of the violence in the war, now in its 11th year. Last year, the number of civilians killed rose for the fifth straight year to more than 3,000, according to the UN.
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