"It seems that rockets have been fired from nearby mountains,' a police official said.
The vast province bordering Iran and Afghanistan contains largely unexplored copper and gold deposits but has suffered a long-running armed independence movement, and what rights groups call a campaign of forced disappearances by security forces.
Baluchistan supplies much of the natural gas feeding Pakistan's lifeline textile industry in eastern Punjab province, and is home to a deepwater port at Gwadar.
Saturday's attack was the first since a new chief minister of the province took office last week. He has urged security forces, who deny wrongdoing, to end rights abuses and support his hopes of kindling talks with the insurgents, who are seeking an independent homeland.
On the day chief minister Abdul Malik took oath, five bullet-riddled bodies were found in the province.
The discoveries were seen by many as a message that security forces were intent on continuing what human rights groups have dubbed a systematic campaign of "kill-and-dump".
Jinnah stayed in the Quaid Azam Residency as he tried to recover from a lung disease in 1948, a year after his successful campaign to separate Pakistan from India. He died in Karachi soon after. The building is a national heritage site.