The protest was reportedly organized against a local police chief, and was held on the road between Jalalabad city and the Pakistani border crossing.
Emergency workers can be seen carrying the deceased and injured away from the site of the blast. No one has claimed yet responsibility for the attack.
The Attack came after Scores of Afghan security forces and Taliban militants have been killed in separate clashes in northern Afghanistan on Monday.
Fighting reportedly raged in four provinces early on Monday, leaving as many as 60 Afghan forces and dozens of militants dead.