Interior Ministry spokesman, Makhmadullo Asadulloyev said one policeman was wounded during the three-hour confrontation in the northern town of Isfara. One gunman was arrested but several others escaped.
The clash took place where security officials last week reported an armed attack on a frontier checkpoint. Kyrgyz troops sealed off the border in the days after the attack.
Kyrgyzstan hosts an air base that acts as a key transit point for shipping supplies to NATO troops in Afghanistan.
In recent months, several clashes have been reported between security services and alleged IMU militants in Tajikistan, Kyrgyzstan and Uzbekistan. Tajik officials and experts view such clashes as evidence that insurgents are fleeing fighting in nearby Pakistan and Afghanistan.