Police said a loud explosion took place as the protesters set afire the abandoned police station, where some explosive materials besides a cooking gas cylinder were also kept.
Four civilians were killed and 25 others injured in the explosion, they said.
Protesters had earlier attempted to set afire a police post in Khrew and take away the weapons. As the crowd refused to calm down, police fired at them leading to the death of a woman identified as Afrosa.
Barring Handwara, Baramulla town, Budgam, Awanitipora and Ganderbal, curfew remained in force in rest of the Valley.