Local officials made desperate calls to Afghan television stations to seek attention as they were unable to get hold of senior authorities for help, highlighting the disarray in security ranks.
The coordinated attack is another stinging blow to Afghan forces. It comes just a month after the Taliban killed at least 135 security forces in northern Balkh province, in the deadliest insurgent attack on an Afghan military base.
"This morning, a group of Taliban militants armed with heavy and light weapons launched coordinated attacks on several police checkpoints in Shah Joy district of Zabul province, killing 20 policemen," provincial governor Bismillah Afghanmal said.
A district official told AFP that at least 15 others were wounded in the fighting.
The Taliban claimed responsibility for the attack on their website.
Taliban militants launched their annual "spring offensive" in late April.
The offensive normally marks the start of the fighting season, though this winter the Taliban continued to battle government forces.
Over 1,000 members of Afghan security forces as well as over 700 civilians have so far been killed this year, according to Afghan authorities and figures cited by the US-based Congressional watchdog Special Inspector General for Afghanistan Reconstruction (SIGAR).