The official with the United Nations High Commissioner for Refugees was on his way to his office when gunmen intercepted his vehicle and opened fire, said Quetta police official Wazir Khan Nasir.
"The gunmen have taken him with them after shooting his driver," Nasir said, adding the Pakistani driver died in hospital.
There had been no claim of responsibility, Nasir said.
Witnesses said the vehicle crashed into a house after the gunman opened fire.
A UN spokeswoman in Islamabad said details were sketchy.
"We are still investigating. We're working with the police in Quetta," said the spokeswoman, Amena Ali Kamal. The nationality of the foreigner was not immediately available.
Incidents of kidnapping have increased in Pakistan over the past year, especially in the northwest in areas on the border with Afghanistan, where Islamist militants have abducted several foreigners.
Pakistani Taliban militants were believed to be responsible for the kidnapping of a Chinese engineer, and Polish engineer and two Afghan diplomats. All four were kidnapped in the northwest months ago and are still being held.
Quetta is the capital of Baluchistan province, which borders Afghanistan and Iran.
Both Taliban and separatist Baluch militants operate in the province where the UNHCR is helping Afghan refugees.
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