The man, wearing a suicide vest and carrying a grenade and a pistol, tried to enter the police headquarters in Sistan-Baluchestan province. But he could not succeed, reported Xinhua citing a provincial official.
As he shot at a guard deployed at the police headquarters, the bomber was immediately shot dead by another police officer.
No casualties were reported and the details of the identity of the suicide bomber has also not been revealed.
The Pakistan-based Sunni rebel group Jundallah has claimed responsibility for the deadly attacks against the Iranian security forces in the past years.