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The siege ended after a three-hour standoff with police which left all the attackers dead, Kabul police said.
An unconfirmed number of assailants entered the the Shamshad TV station, a Pashto language station, around 10:30 a.m. local time.
"I saw three attackers on security cameras entering the TV station building. They first shot the guard and then entered the building. They started throwing grenades and firing," Shamshad TV reporter Faisal Zaland, who escaped through a back door, told AFP news agency.
The station confirmed in a tweet there had been several casualties.
The Taliban denied responsibility for the attack in a statement to the media.
Attacks on both official and unofficial targets are commonplace, with journalists often finding themselves in the firing line. Afghanistan had the second highest number of journalist deaths after Iraq in 2016, according to the International Federation of Journalists.