Twenty six others - including 10 police officers and six children - were wounded in the attack.
The bomber waited for a police truck to stop at a bread shop just outside the gates of the police headquarters before driving towards the truck and detonating his explosives.
"The suicide bomber detonated his explosive devices loaded in a corolla car near the police headquarters around 10:30 am today," Daud Ahmadi, a spokesman for Helmand's provincial governor said.
Taliban spokesman Qari Yousuf Ahmadi immediately took responsibility for the attack.
Ambulances immediately arrived at the scene to take casualties to local hospitals.
Lashkar Gah is one of seven areas where responsibility for security has transferred to the Afghan government from coalition forces.
Helmand, in southern Afghanistan, has been considered a Taliban hotbed, with insurgents carrying out regular attacks on US, British and Afghan forces.
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