One Chinese national was also injured in the attack in the southwestern province of Khatlon on Wednesday, the embassy added, urging citizens to evacuate the border area.
It did not identify the perpetrators, but said China had called for Tajikistan to investigate.
The three dead were all employed by a company, LLC Shahin SM targeted in the attack, Tajikistan's foreign ministry said in a statement on Thursday.
It added that the attack, launched from Afghanistan, made use of an unmanned aerial vehicle equipped with grenades.
In a statement, Afghanistan's foreign ministry said, "The circle involved in this incident is one that makes efforts to create chaos, instability and distrust in the region," but it did not identify the group.
The Kabul administration had made an initial assessment and would cooperate fully with Tajikistan, it added.
(Reporting by Joe Cash; Editing by Kate Mayberry and Clarence Fernandez)
Tajik President Emomali Rahmon attends a meeting with Chinese president at the Great Hall of the People in Beijing, China, 02 September 2025. EPA/PARKER SONG / POOL