The Taliban attacked from the mountains as the convoy was travelling through Laghman valley, officials say, and at least 22 insurgents were also killed.
The Sar-e-Pol provincial governor said that a number of security force vehicles were destroyed.
Earlier a civilian was killed in a suicide bomb attack in Kabul.
Villagers also accused Nato of killing seven civilians, including a nine-year-old child, in an air strike in eastern Paktia province.
They were the first people reported killed in air strikes since the new government was installed at the end of September.
However, Nato said Sunday's strike had killed "eight armed enemy combatants".
The issue of Nato air strikes was the most contentious of the many disputes that former President Hamid Karzai had with the international community, reports the BBC's David Loyn in Kabul.
The violence comes ahead of the withdrawal of most foreign troops from Afghanistan by the end of the year, with Afghan security forces increasingly taking over from Nato-led forces in the fight against the militants.
Officials say that at least seven security force members were wounded in the Sar-e-Pol ambush.
Correspondents say that the early morning attack highlights Afghanistan's fragile security structure as Nato withdraws all of its combat troops.
The ambush took place as security forces were travelling to reinforce colleagues in another district of Sar-e-Pol, officials say.
"They called for foreign forces' air support, but they arrived very late," provincial governor Abdul Jabar Haqbin told the AFP news agency.
He said the attack triggered a gun battle that lasted several hours.
The Taliban were not immediately available to comment

The 43-year-old, from Reading, was arrested by Thames Valley Police, which is investigating the unexplained death of Gerald Jones.
Mr Jones, 51, died suddenly at an address in Wrenswood Close, Reading, on 19 June.
Police arrested the woman after receiving information following a post-mortem examination.
She was later released on bail until 30 January.
Taliban insurgents in Afghanistan have killed at least 22 security force members in an ambush in Sar-e-Pol province north of Kabul, officials say.
[NEXT_CONCEPT]
A woman has been arrested on suspicion of murder after the death of a man in June.