Gunfire erupted as police launched an operation against the men who broke into a bank building at 7 a.m. local time (GMT 0230), interior ministry official Zamarai Bashari said, putting the number of the militants at three or four.
Bashari told Tolo television channel that the intruders entered the building of Pashtany Bank and police so far have cleared two floors while the operation was continuing.
However, it is not known if intruders are Taliban fighters or robbers.
The incident occurred while Afghans are preparing to go to polling stations Thursday to elect their president.
Since last Saturday, Kabul has been experiencing deadly suicide blasts and rocket attacks which have left 14 civilians dead and over 140 others injured.
Taliban militants have asked Afghans to boycott the elections and have vowed to disrupt the voting process.
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