Recent violence in Baluchistan has fueled concern about security for projects in the $57-billion China Pakistan Economic Corridor, a transport and energy link planned to run from western China to Pakistan's southern deep-water port of Gwadar.
Provincial Home Minister Sarfraz Bugti said three men and a woman from the Hazara community were traveling to the southern port city of Karachi when armed men on two motorcycles attacked their car on a highway close to Quetta, the provincial capital.
"The Shi'ites were targeted because of their faith," added Ghazanfar Ali, police chief in the town of Mastung, about 50 km (31 miles) south of Quetta.
No group has so far claimed responsibility.
If claimed by Islamist militants, the latest killing would be fourth such attack in recent weeks in volatile Baluchistan, which borders Afghanistan and Iran.
Factions of the Islamist Pakistani Taliban group and the Islamic State have claimed two of the four attacks, including two in which six police officers were killed.
Last week Pakistani army chief Gen. Qamar Javed Bajwa visited the resource-rich province, long plagued by separatist insurgencies, and said the militants, frustrated by defeats, were attacking soft targets and police.
Early in June, the Pakistani army said it dismantled a network of Islamic State militants and their affiliates who were trying to establish bases in rough terrain near Mastung.
Islamic State and its sectarian allies despise Shi'ite Muslims, whom they consider infidels.
Islamist militants have killed thousands of people in Pakistan since early 2000s, in their bid to impose a hardline version of Islam.