New Zealand revealed on Monday it was considering an early withdrawal from Afghanistan after three of its soldiers were killed in a roadside bomb attack on their convoy in Bamiyan province.

Prime Minister John Key insisted the plan to pull out early was not linked to the attack on Sunday, which raises the number of New Zealand soldiers killed in Afghanistan this month to five.

He said New Zealand, which has suffered a total of 10 deaths in Afghanistan, was looking at withdrawing its 145-member provincial reconstruction team (PRT) in Bamiyan in early 2013, rather than late next year.

Key said discussions about an early exit began before August 4, when two soldiers were killed and six wounded in what has been the bloodiest month for New Zealand troops since they deployed in 2003.

"That date, if we confirm that, which we would want to do in the next few weeks, is not something that's changed as a result of these five tragic deaths," he told Radio New Zealand.

He said there had been increased insurgent activity recently in north-east Bamiyan and New Zealand would not "cut and run" before handing over to local authorities.

"It's neither practical, nor sensible, nor right for us just to abandon and cut and run today," he said.

"That wouldn't honour those 10 deaths, it wouldn't mark the enormous amount of work that we've put into Afghanistan and it just isn't the way that New Zealand operates on the international stage."

New Zealand's troops were originally due to leave Bamiyan in 2014 but the government announced in May that the date had been moved forward to late 2013.

At the time, Foreign Minister Murray McCully said the shift in the schedule "reflects the outstanding work that New Zealand PRT personnel have done to prepare the province for transition to local control".

Key emphasised after the August 4 deaths that the attack would not hasten New Zealand's departure from Afghanistan.

Key said Monday that the latest fatalities "underscore the gravity of the situations New Zealand’s soldiers face daily in Afghanistan".

"The three brave soldiers paid the ultimate price for their selfless work, and my thoughts are with their families and friends as they mourn their loved ones," he added.

The New Zealand Defence Force said the three men were in the last vehicle of a convoy that was hit by an an improvised explosive device, northwest of Do Abe where the other two soldiers died earlier this month.

Key said the blast was "enormous" and the three soldiers, who were in a humvee, were believed to have died instantly.

Defence Minister Jonathan Coleman said the deaths were "a deep shock to the nation".

"It comes as a significant blow after the other casualties our defence force suffered on August 4," he said in a statement.

The opposition Labour Party called for New Zealand troops to leave as soon as possible, saying Al-Qaeda no longer posed a threat and the conflict was becoming a civil war between the Taliban and President Hamid Karzai's regime.

"We have done our best over nine years but without a government that can win the support of its own people we cannot win the war there," Labour leader David Shearer said.