The explosion on Monday was followed by gunfire between the militants and Afghan security forces.
Some gunmen have reportedly stormed the house of Naeem Baloch, the anti-Taliban former governor of Helmand Province, which is located near the Russian embassy.
Taliban militants have claimed responsibility for the bombing, saying Baloch was their main target.
Baloch, however, has reportedly escaped unhurt from the attack on his home. He had left his house 30 minutes before the attack.