The three women were killed in two separate attacks in the restive eastern city of Jalalabad, officials said.
"They were all on duty going from house to house to vaccinate children," supervisor Wahidullah, who like many Afghans uses only one name, told AFP.
An official at the Nangarhar governor's office confirmed the incidents.
A relative of one of the victims told AFP his niece had joined the immunisation programme to earn some money for her family.
"Gunmen shot her dead this morning when she was on duty giving vaccines to children," said Haji Maqbool.
A spokesman for the ministry of health said the vaccination drive had been temporarily suspended in Nangarhar.
Polio has been eradicated across the world apart from Afghanistan and Pakistan, where distrust of vaccines is rife.
Officials say the Taliban won't allow door-to-door campaigns in areas it controls.
The Taliban and religious leaders often tell communities that vaccines are a Western conspiracy aimed at sterilising Muslim children, and they also suspect immunisation drives are used for spying on militant activities.
The attack on the three polio workers comes amid a surge in violence across Afghanistan and despite peace talks launched between the Taliban and government last year.
A wave of assassinations against high profile Afghans including journalists, activists and civil servants has particularly triggered fear across the country.
Officials have blamed the Taliban for much of the violence. The insurgent group denies it is targeting civilians.
The Islamic State group also has a presence in the eastern province.
