A second explosion in the centre of Kabul did not kill or injure anyone, the government said.
The insurgents, who were ousted from power by an American-led coalition in 2001, are seeking to destabilise Afghanistan as most foreign troops leave the country this year.
The Taliban claimed responsibility for the police HQ attack on Twitter and said it was carried out by a suicide bomber. Police said they were investigating.
“The attack took place during a meeting between foreign advisers and police inside the police compound,” Taliban spokesman Zabihullah Mujahid said.
The group has called the new government of national unity led by President Ashraf Ghani a U.S.-backed sham and has vowed to continue fighting after the combat mission led by the United States officially ends in 2014 after more than 13 years of war. -Reuters