The gunmen stole weapons from the police station armoury and also attacked a nearby bank with home-made explosives in the town of Kankara, in the far northern state of Katsina.
They were believed to be members of the Boko Haram sect which said it was behind last Thursday’s bombing of the national police headquarters, residents and local media reported.
One witness said the bodies of three policemen and several injured people were taken to hospital after the attack.
There was no immediate comment from the police.
A bomb tore through the car park of Nigeria’s national police headquarters last Thursday, killing several people and narrowly missing the country’s police chief who had entered the building moments earlier.
Radical Islamist sect Boko Haram, which is based in the remote northeastern town of Maiduguri and which wants a wider application of strict sharia Islamic law across Nigeria, claimed responsibility for Thursday’s attack.
Bombings in Nigeria’s mostly-Muslim north have replaced militant attacks on oil facilities in the Niger Delta, hundreds of kilometres (miles) to the south, as the main security threat in Africa’s most populous nation in recent months.
Boko Haram has been carrying out an increasing number of guerrilla attacks on police stations and targeted killings, including of traditional leaders and moderate Islamic clerics, in and around Maiduguri since last year.
But it has increasingly struck outside its home region — Kankara is hundreds of kilometres west of Maiduguri — providing President Goodluck Jonathan with a major security challenge weeks after being sworn in for his first full term in office