Officials in the city of Qalat in Zabul Province said seven police officers were injured by thrown stones, and three protesters were wounded.
Police are reported to have opened fire in a bid to control the protesters.
The incident came after four people were reported killed by security forces on 7 February in Afghanistan when cartoon protests also turned violent.
Earlier, the Organization of the Islamic Conference, the United Nations, and the European Union issued a joint call for urgent dialogue to defuse Muslim anger over the Danish caricatures.
The cartoons were originally published in September, but have recently been reprinted in newspapers around the world.
In a written statement, the three organizations said they understand the deep hurt and widespread indignation felt in the Muslim world over the cartoons, but said recent violent acts have surpassed the limits of peaceful protest.
(compiled from agency reports)