At least six Pakistani police officers have been killed while escorting a Spanish round-the-world cyclist through the highly volatile western province of Baluchistan.

Officials say the cyclist, identified as Javier Colorado, and his escort of local tribal police were ambushed by gunmen in Mastung district, about 55 kilometres west of the provincial capital Quetta.

Six police officers were killed and six wounded in the exchange of fire, senior local administration official Shafqat Sehwani said.

Mr Colorado suffered only minor injuries.

His family posted a message on his Facebook page several hours after the attack.

"In the first place we want to thank the Spanish consulate in Pakistan for all their help," they said in the message.

"Today [Javier] will fly to Lahore, on the border with India. His initial intent is to continue his trip."

Another senior local administration official, Akbar Baluch, has confirmed the incident in which one of the attackers was also killed.

Police said they did not know why Colorado was cycling through such a dangerous area.

Provincial home secretary Asad Gilani said Mr Colorado had undergone a full medical checkup and was now "in the custody of the provincial administration".

In a statement, the Spanish foreign ministry expressed its condolences over the deaths of Mr Colorado's guards.

"The government of Spain wants to transmit to Pakistani authorities its profound concern and grief," the statement said.

Dangerous territory

Baluchistan, which borders Iran and Afghanistan, is one of Pakistan's most unstable provinces, rife with separatist and Islamist militants and plagued by sectarian bloodshed.

Kidnappings for ransom are common in parts of the province and Western hostages could be expected to fetch a high price.

In March last year, two Czech women were abducted as they travelled through Baluchistan from Iran, and they remain missing. A video of them asking their government to work for their release was aired in October.

A Swiss couple were held captive by the Pakistani Taliban for more than eight months after being abducted in 2011 in Baluchistan. They were found safely in March 2012 in circumstances that remain unclear.

Wednesday's incident took place near the scene of a bomb attack on a bus that killed 24 Shiite pilgrims who were returning from Iran on Tuesday.

Separately, police on Tuesday found the body of a Shiite Muslim close to the Iran border two days after he was abducted, the top local administration's official doctor Akbar Harifal told AFP.

Baluchistan has been badly hit by a decade-long Baluch separatist insurgency and sectarian violence, mainly targeting Shiite Muslims from the Hazara ethnic community.

Two huge bomb attacks targeting Shiite Hazaras in Quetta in January and February last year killed nearly 200 people.

AFP