There was no immediate claim of responsibility for the blast, which came amid high security during the Muslim holy month of Ramadan.
Quetta police chief Abdul Razzaq Cheema said the four dead were all police and there were two police among the wounded.
Last week, at least 10 people were killed in a suicide attack on a police van guarding a major Sufi shrine in the eastern city of Lahore.
Ziaullah Langove, home affairs minister in the province of Balochistan said Monday's bomb targeted police guarding the mosque, where people were performing evening prayers.