Police said two employees of a nearby shop were slightly hurt in the attack. Witnesses saw Khan's headless body lying in a pool of blood on the road.
Another blast was heard a short time later in Quetta, but the cause could not immediately be confirmed.
A few hours earlier, a bomb exploded on a rail line leading out of Quetta, shattering windows on a passing train, police said. Two railway policemen and two employees of Pakistan Railways were slightly hurt by flying glass.
Police said they suspected the attack was the work of militants seeking greater autonomy.