Separately, two assailants opened fire outside the US consulate in Istanbul, but no one was injured or killed.
The four police were killed by a blast on a road in Sirnak province. Shortly after, gunmen opened fire on a military helicopter, killing one soldier.
Tension between the Turkish government and Kurdish militants has been rising.
Turkey also recently announced it was taking a more active role against Islamic State militants.
It is not known whether the two attacks in Istanbul are connected.
The US consulate attackers fled when police shot back, but one of the two assailants, possibly a woman, has now been arrested, reports say.
The consulate said in a tweet that it was closed until further notice.
Two suspected militants have been killed in clashes with police in the district of Sultanbeyli where the attack on the police station took place, reports say.
Exchanges then continued throughout the night as other militants fired on the police station.
One policeman was also killed in the clashes, reports say.
The explosion in Silopi, in Sirnak province, left four police officers dead and one seriously injured.
One soldier was killed and another injured when their helicopter, also in Sirnak, came under fire.
Turkish helicopters have also been bombing PKK targets.