Two Nato officers have been killed in the interior ministry in the Afghan capital Kabul, coalition officials say.
The International Security Assistance Force (Isaf) said an "individual" had turned his gun on the officers.
Afghan security officials said those killed were an American colonel and major. Local media reports suggest the incident followed a "verbal clash".
The incident comes amid five days of deadly protests over the burning of copies of the Koran by US soldiers.
Kunduz deathsThe interior ministry was put in lock-down after the shootings, officials said.
"An individual turned his weapon against International Security Assistance Force service members in Kabul city today," an Isaf statement said.
The BBC's Orla Guerin in Kabul says reports indicate the gunman was not a Westerner.
She says eight shots were reported inside the building, which should be one of the safest in the capital, and that any Afghan who carried out the attack would have to have had the highest clearance.
Local media reports said the gunman was an Afghan policeman but this has not been confirmed.
Isaf spokesman Brig Gen Carsten Jacobson told the BBC that Nato could not yet confirm the identity of those killed.
He would also not be drawn on any link to the Koran protests.
Gen Jacobson said: "We have seen an emotional week, we have seen a busy week - but it would be too early to say this incident was linked to what we have seen over the last days.
"At the moment, it is too early to say what actually happened."
Early reports suggest the two officers were shot in the ministry's command and control centre.
Angry protests over the burning of the Korans continued on Saturday, with a UN compound in the city of Kunduz set alight.
Four people were killed and dozens injured in clashes in the city, according to local doctors. Three more people were killed in the southern province of Logar.
The governor's house in Laghman province also came under attack on Saturday and there were demonstrations in Paktia, Nangarhar and Sari Pul provinces.
More than 20 have died since the protests began on Tuesday.
On Friday Nato's Afghanistan commander Gen John Allen had appealed for calm.
US personnel apparently inadvertently put the books into a rubbish incinerator at Bagram air base, near Kabul.
US President Barack Obama has apologised for the Koran-burning incident.
In a letter to his Afghan counterpart Hamid Karzai, Mr Obama said the books had been "unintentionally mishandled".
Muslims consider the Koran the literal word of God and treat each book with deep reverence.