This is not the first time Mr Ahmed Wali Karzai has been attacked
Ahmad Wali Karzai, the brother of the Afghan president, says he has survived an ambush on his convoy in the east.
Mr Karzai, leader of the provincial council in Kandahar, said one of his bodyguards was killed by the attackers, who used rockets and machine-guns.
His convoy was ambushed when it was travelling to the capital, Kabul. It is not known who the attackers were.
Meanwhile, authorities in eastern Afghanistan say three civilians have been shot dead in a market by soldiers.
"We were driving to Kabul. All of a sudden we were attacked from the mountains by rockets and PK machine-guns," Mr Ahmad Wali Karzai was quoted by news agency AFP as saying.
"My car was in the lead, my bodyguards were driving in a separate car just behind me which was hit. One of my bodyguards was hit and later died," he said.
"I didn't stop, the vehicles in the back stopped and exchanged fire with the attackers," the agency quoted Mr Karzai as saying.
"I was the target. The attack was against me," he said. Mr Karzai could not say who the attackers were.
This is not the first time Mr Karzai has been attacked.
Last year, he was chairing a meeting in a government building when a bomb-filled fuel tanker exploded close by.
Although Mr Karzai escaped unhurt, six people were killed and 40 wounded in the blast.
He and other officials blamed Taleban militants for the bombing.
In 2003, Mr Karzai's house in the city was hit by an explosion which he said was caused accidentally when some weapons were being moved.
The city of Kandahar has been hit by a number of bomb attacks, mostly blamed on the Taleban, since they were removed from power in 2001.
Meanwhile, the authorities in eastern Afghanistan say three civilians have been shot dead in a market by soldiers.
Reports said up to three Afghan soldiers had been arrested following the shootings in Jalalabad, the capital of Nangarhar province.
The Afghan defence department said those responsible for the shootings would be punished.