Gunmen attacked the Pakistan Stock Exchange building in the city of Karachi on Monday (June 29) killing two guards and a policeman before security forces killed all four of the attackers, police said.
Separatist insurgents from Balochistan province - the Baloch Liberation Army - claimed responsibility in a post on Twitter.
Reuters was not able to verify the authenticity of the claim and spokesmen for the group were not available for comment.
One witness said workers locked themselves in their offices amid the gunfire and an explosion, and people scattered for safety.
A police chief said the gunmen attacked with grenades and guns after pulling up in a Corolla car.
They threw a grenade at security men posted outside the compound then opened fire on a security post.
The four were killed when security forces posted there responded.
The Pakistan Stock Exchange did not suspend trading during the attack.
Separatists have been fighting for years in resource-rich Balochistan, complaining the southwestern province's gas and mineral wealth is unfairly exploited by Pakistan's richer, more powerful provinces.