The soldiers, two from the Welsh Guards and one from the Royal Corps of Signals, are understood to have become involved in an argument with one of the Afghan policemen.
Major Andy Cox, said: “The soldiers were serving in an Afghan Police Advisory Team and had been to the check point to conduct a shura (meeting).
"On leaving, they were engaged by small arms fire by a man wearing an Afghan Police uniform.
"During this exchange of fire the three soldiers were wounded and despite receiving first aid at the scene, they died of their injuries.”
"Their loss will be felt deeply across the task force, however that will be nothing compared with the grief experienced by their families at home. Our thoughts and prayers are with them at this extremely difficult time."
A fourth British soldier was wounded but is thought to be stable. The Afghan policeman was then shot and wounded. He is now in custody.
