Baluchistan police chief Ahsan Mahboob told reporters that four gunmen attacked the training centre, attempting to enter a hostel housing the trainees.
"5-6 terrorists attacked police training centre hostel".
Express News said the facility hosts about 1200-1300 students, many among them being held hostage. "Operation is underway", Inter-Services Public Relations (ISPR) said in a statement.
Provincial health department imposed emergency in all the hospitals across the city and cancelled leaves of doctors.
The government spokesman said seven police officers have been injured, and some police personnel might have been taken hostage.
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Very few facts were immediately available about the attack, which began at around 11.20pm local time. Authorities said eight trainees were wounded by gunshot, two of whom were in critical condition.
No militant group immediately claimed responsibility for the assault. Provincial home minister Mir Sarfaraz Ahmed Bugti said it normally housed around 700 but "recently there was a batch which graduated so I can't say how many there are now".
The Pakistani military has been conducting military operations against militants in volatile tribal areas near the Afghan border.
Pakistani police say gunmen have shot and killed an intelligence officer in the country's northwest.
The army's spokesman said its forces had foiled planned attacks by ISIS on embassies and Islamabad airport, but denied the group was behind an August attack on a hospital that killed 73, as it had claimed.