A regional official said the bomber detonated his explosives after being stopped at the gate of the shrine by a policeman.
A suicide bomber killed 52 people and wounded over 100 at a Baluchistan Sufi shrine in November a year ago, in an attack claimed by Islamic State.
Provincial government spokesman Anwarul Haq Kakar told reporters the police had tried to confront the suicide bomber, which resulted in the death of a policeman.
Bugti said, "Investigations are still continuing and the injured have been moved to the district headquarters hospital in Jhal Magsi".
"The suicide bomber struck outside the shrine at a time when it was packed with people, attending anniversary celebrations of Syed Cheesal Shah", government official Asad Kakar said.
No group has claimed responsibility for the bombing. Jhal Magsi is a district located in central Balochistan which is nearly 294 km away from the provincial capital Quetta. Thursdays are considered days of spiritual significance by followers of Sufi saints and the presence of devotees, including women and children, is far greater in shrines than on other days of the week.More news: Tesco reports 27% profits increase
More news: Family: Danley not involved in Vegas plot
More news: Microsoft Announces End of Groove Music and Transition to Spotify
Police said there were around 800 to 1,000 people inside the shrine when the incident happened.
A bomb attack on the same shrine killed 35 people in 2005.
The local administration has declared an emergency at hospitals in Sibbi and Dera Murad Jamali.
The police have launched an investigation and an initial probe reportedly showed that the blast occurred when dhamal was ongoing in the premises of the shrine.
Pakistani Prime Minister Shahid Khaqan Abbasi condemned the attack, saying in a statement that "terrorists have no religion".