The incident happened in Angoor Adda Bazaar in the South Waziristan tribal district, one of the seven semi-autonomous regions where the Pakistani military has been battling Taliban and Al-Qaeda linked militants for more than a decade.
“One of the two rockets fired from Afghanistan’s Birmal town hit a bread shop, killing three Afghan nationals who were residents of South Waziristan,” a senior military official told AFP.
The second rocket fell in a secluded place.
The official said it was still unclear who had fired the rockets.
An intelligence official confirmed the incident.
The bazaar had been closed for six months after skirmishes between Pakistani and Afghan troops over construction by Pakistan close to the border. Officials said it re-opened just a week ago.
Pakistan’s mountainous western border became a hotbed of Islamist militants following the US-led invasion of Afghanistan in 2001.
The military began a long-awaited push to clear insurgent bases from the North Waziristan tribal district in June 2014 after a bloody Taliban attack on Karachi airport sank faltering peace talks.