"No one else was there to tell us the reason. An investigation has been opened," the official said.
His words were echoed by US Army Colonel Brian Tribus, a spokesman for the NATO-led "Resolute Support" mission.
"This incident is under investigation. Further information will be released as available and appropriate," Tribus said.
The Taliban have claimed responsibility for the attack, which they said had been staged by a militant infiltrator.
The International Assistance Force in Afghanistan, or ISAF, said that the shooting occurred on Thursday evening, and that an Afghan national was also killed in the attack.
The ISAF did not confirm whether the Afghan was a member of the security forces or whether he was the shooter.
Over 140 ISAF members have been killed in so-called green-on-blue, or insider attacks, in Afghanistan over the past few years.
Last August, an Afghan soldier fired into a group of Americans, killing US Major General Harold Greene, who became the highest ranking victims of these attacks.
January 1 saw the start of the "Resolute Support" mission in Afghanistan, which includes about 12,000 mostly-US troops. The mission's main goal is to train the South Asian country's national security forces.