Five people were also injured when the protesters stormed the Consulate building in the provincial city of Herat, Afghan police told Press TV.
Police spokesman Abdul Raouf Ahmadi said certain people, who had applied for Iranian visas, held a demonstration outside the Iranian Consulate in protest at what they called a slow procedure of visa issuance.
He added that the Afghan security forces tried to drive the protesters back by opening fire, hence the casualties.
According to Herat police, the situation is now under control and the demonstrators have been dispersed.
There is no report of damage to the building. Iranian Consulate officials have not made any comment about the incident, yet.