The attackers armed with automatic weapons entered the 19th century wooden Ziarat Residency after midnight and planted several bombs, senior administration official Nadeem Tahir told AFP.
The country's founding father Mohammad Ali Jinnah spent his last days in the building, which was declared a national monument following his death, one year after Pakistan's independence in 1947.
The building is in Ziarat town, 80km southeast of Quetta, the capital of insurgency-hit Baluchistan province.
"They shot dead the guard who resisted the intruders," Tahir said.
Police official Asghar Ali said militants planted several bombs and detonated them by remote control.
Blaze
"The Ziarat Residency, which had its balcony, floor and front made of wood, has been totally gutted," he said.
At least four blasts were heard in the town, he said. The building caught fire and it took five hours to bring the blaze under control as Ziarat, a small hill station, has no fire brigade.
No one has been arrested, and no one claimed the attack, officials said.
Baluchistan, Pakistan's largest but most undeveloped province, is racked by Islamist and sectarian violence as well as a long-running separatist insurgency, and attacks on official buildings and security forces are common.
The attack came after the Pakistan Muslim League-N (PML-N) party of prime minister Nawaz Sharif won the May 11 elections in the country.
Sharif appointed Baluch nationalist leaders as governor and chief minister, raising hopes that a coalition between PML-N and nationalist parties could assuage some of the long-held grievances in the province about its treatment by the federal government. – Sapa-AFP