A US official in Washington confirmed the three soldiers killed were Americans serving in the Nato-led International Security Assistance Force. Six civilians and an Afghan interpreter also died in the attack.
A witness said a suicide bomber wearing a police uniform struck as US soldiers patrolled the city of Khost. A Nato spokeswoman confirmed only that the attack was carried out by a suicide bomber.
Provincial Governor Abdul Jabar Nahimi said the bomber had been riding a motorcycle packed with explosives.
The Taliban claimed responsibility for the blast, which came a day after the US death toll in the war in Afghanistan reached 2000 troops and as relations between international forces and their Afghan partners have been pushed to the breaking point by a surge in insider attacks.
A provincial government spokesman said six civilians and four police officers were killed in the blast. He said the police officers were part of a specialised quick-reaction force.
Hashmat Khan, who ran to the site of the blast from his job as a security guard at a nearby bank, said: "I heard the explosion and came right to this area. I saw the dead bodies of policemen and of civilians."
Coalition spokesman Major Adam Wojack would only confirm three Nato service members and their translator died in the bombing.
Dozens of Afghan civilians were also wounded in the bombing. The city's hospital alone was treating about 30 people, said Dr Amir Pacha, a physician working there. He added there could be other victims being treated at nearby private clinics.
Taliban spokesman Zabiullah Mujahid said in text messages to media the insurgent group was behind the attack.
Joint patrols between Nato and Afghan forces have become more limited following a tide of attacks by Afghan soldiers and police on their international allies.
Last month, the US military issued new orders that require units to get approval from senior officers before conducting operations with Afghans. Then, two weeks later, US officials said most missions were being conducted with Afghans again, though the system of approvals has remained in place.
The close contact – coalition forces working side by side with Afghan troops as advisers, mentors and trainers – is a key part of the US strategy for putting the Afghans in the lead as the US and other nations prepare to pull out their last combat troops by the end of 2014.
However, the rising death toll for international troops has increased calls in the US and other allies to get out as soon as possible.