The leader, Haji Hayatullah, was not harmed in the attack because he was in a nearby mosque attending Friday prayers. Hayatullah's driver and guard were killed, said Shah.
A passerby was also killed and two others were wounded, said Peshawar police chief Liaquat Ali Khan.
There are more than 1 million refugees in Pakistan from neighboring Afghanistan.
No one has claimed responsibility for the attacks.
Associated Press Writer Riaz Khan contributed to this report from Peshawar