The gunmen, riding motorcycles, attacked a convoy on Friday night in Pakistan's Gwadar district near the border with Iran, some 1,600 kilometres (1,000 miles) southwest of Quetta.
Officials described the dead as "illegal immigrants" -- believed to be Pakistanis and Afghans who were attempting to leave the country.
"Six gunmen riding three motorcycles attacked the illegal immigrants' convoy in Suntsar Dasht area in Gwadar district. We have received 11 dead bodies of the immigrants," provincial home secretary Akbar Durrani told AFP.
"The immigrants were travelling in a convoy of three vehicles, however, their exact number is unknown," he said.
A local administration official said the victims could not be identified.
"We could not identify the victims. But their physical appearances suggest that seven of them were Pakistani while four others were Afghans," Sohail Rehman, the administration chief in Gawadar told AFP.
No group immediately claimed responsibility for the attack.
Pakistan's Gwadar district neighbours Iran's Saravan province. People smugglers use the route to traffick illegal immigrants to Europe, via Iran and Turkey.