Sunday's attack came a day after an Afghan commando fired on USA troops, wounding seven American soldiers.
"At this time we can confirm there are no United States or NATO Resolute Support fatalities", a coalition spokesman said in a brief statement.
The attack was reportedly by an afghan Soldier and it is termed as a insider act. Two attackers were immediately killed by the Afghan forces while one attacker is absconding.
In a separate statement, a US official said four USA military personnel were wounded.
According to Afghan news agency Pajhwok Afghan News, four North Atlantic Treaty Organisation soldiers were killed in attack by an Afghan soldier in northern Balkh province and details were awaited.
The NATO-led Resolute Support Mission said in a statement that no USA soldier died in the assault, while the attacker was killed in a retaliatory fire.
Camp Shaheen was the site of a major attack by Taliban militants in April, killing more than 130 Afghan Army personnel. -Afghan military operation in the country's Achin district.
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The attack set off fierce clashes, and Afghan officials say the siege was still underway.
This is the second incident of this nature in a week and it comes as the Pentagon prepares to announce the sending of a few thousand additional men to counter the progression of Islamist insurgents.
So-called green-on-blue, or insider, attacks have been a recurring problem for the USA -led coalition, most recently on June 10 in the Achin District of eastern Nangarhar province, where US ground forces are helping Afghan special forces fight Islamic State extremists. Another Afghan soldier was wounded.
"One attacker blew up his vehicle at the entrance of the headquarters, opening the way for two others who opened fire on the security forces while another suicide bomber was killed", Mr Shirzad said. It is also used by allied groups such as the Movement of the Taliban in Pakistan, Lashkar-e-Taiba, the Islamic Movement of Uzbekistan, Shabaab, and by the rival Islamic State.
For the second weekend in a row, USA soldiers serving in Afghanistan have come under fire from the a member of the local troops they are there to help.
Islamabad said Afghanistan had formed three different investigating groups to probe the incident.
The latest attack comes at a time when the Pentagon is planning to send nearly 4,000 additional troops to Afghanistan, hoping to break a stalemate in the 16-year war, the Associated Press reported, citing an unidentified official.