KABUL—A Taliban assassination attempt on the governor of Afghanistan's southern Zabul province Saturday failed to kill its target but caused several American and Afghan casualties, including a 25-year-old U.S. diplomat, U.S. and Afghan officials said.

The State Department said that four other diplomats were injured, one critically. The U.S.-led military coalition said three service members and two coalition civilians died in the attack. While the coalition, following usual practice, didn't disclose all of the exact locations...