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The bomb went off at Kuchlak Bazar this morning near the venue of a rally organised by the ANP, which is part of the ruling coalition at the centre.
ANP provincial vice-president Malik Qasim and an eight- year-old girl were among the dead, officials and witnesses told the media.
Witnesses said the blast was followed by firing. It could not immediately be ascertained who was responsible for the firing.
Footage on television showed several vehicles were destroyed by the blast. The cars were hit by pellets packed into the bomb. Shoes and slippers law strewn at the venue of the rally.
No group claimed responsibility for the blast, which occurred hours before an official visit by Prime Minister Raja Pervez Ashraf to Quetta, the capital of Balochistan province.