It is not clear whether the clashes have resulted in casualties.
A spokesman for the provincial governor said the attackers had managed to breach the first gate of the complex.
A pro-Taliban website said the group had launched an attack “against domestic and foreign forces”.
Militant violence has increased across Afghanistan since the departure of most US and NATO forces in 2014.
“Several insurgents” had carried out the attack, the provincial governor’s spokesman Samim Khopalwaq told AFP.
Local authorities have reportedly deployed commandos to the area.
In recent months the Taliban have enjoyed a series of battlefield victories, including briefly capturing the northern Afghan city of Kunduz.
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