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The bomb was placed on a motorcycle and detonated as a police vehicle driving to an airport passed by in the Enjil district of Herat province, the interior ministry said in a statement.
Interior ministry spokesman Sediq Seddiqqi confirmed to Reuters that the two officers were the first policewomen killed in action in Afghanistan, although others had been wounded.
Rafiq Shirzai, an official at Herat central hospital, said a civilian was also killed in the attack, and six others wounded, including a child.
Afghanistan currently has more than 1,300 women among a national police force of 142,000, according to interior ministry spokesman Seddiqqi.
With the help of EUPOL, the European Union's police mission in Afghanistan, police started recruiting women in 2007.
Some people in deeply conservative Afghanistan question whether it is appropriate for women to work as police officers, but they are key to some tasks like security checks on other women. The country aims to increase the number of female officers substantially in the next three years.
President Hamid Karzai wants to have 5,000 policewomen on duty by the end of 2014, when a NATO-led force fighting the Taliban is scheduled to hand over full security responsibility to Afghanistan's police and army.
Policewomen, who typically wear knee-length skirts over thick trousers, take part in counter-narcotics, counter-terrorism, management, security details and training for other female officers.