The attacker detonated the bomb after he was stopped at a security checkpoint by suspicious police as he walked towards Kabul's main cricket ground where a match was under way. The two people killed were security officials and all the players are said to be safe.
There was no immediate claim of responsibility for the attack.
At least seven security personnel and civilians have reportedly been injured.
On September 6, a suicide bomber blew himself up outside Bagram Airfield, wounding several people.
The league is Afghanistan's domestic Twenty20 tournament and features six teams and about two dozen overseas players from South Africa, West Indies, Zimbabwe, Pakistan, Sri Lanka and Oman.
He said an investigation had been initiated into the case and more details would be released after completion of the probe.
A police spokesman told VOA security forces were also among the victims.
Adam Hollioake, the former England captain, is the Defenders coach while Andy Moles is coaching Knights.
In June, Afghanistan was granted full membership of Test status at the same time as Ireland.
On August 29, a suicide bombing in a busy commercial area in Kabul, not far from the US Embassy, killed at least five people.