The casualties followed a drop in U.S. and other NATO deaths during September the first decline after months of ever-rising bloodshed.
U.S. spokeswoman Capt. Elizabeth Mathias confirmed the deaths in the convoy attack but would not specify where it occurred.
She also said a third American died when Taliban militants fired rocket-propelled grenades at a patrol late Thursday in eastern Afghanistan. Several other Americans were wounded, she added.
In London, the British Ministry of Defense announced that a British airman was killed Thursday when a bomb exploded alongside his patrol near Camp Bastion in southern Helmand province.
The deaths were the first reported this month for the U.S.-led force, which has been locked in the heaviest fighting of the Afghan war. The Obama administration is debating whether to send more American troops to Afghanistan, whose government faces allegations of widespread fraud in the disputed Aug. 20 presidential election.
President Barack Obama summoned his top commander in Afghanistan, Gen. Stanley McChrystal, for a 25-minute meeting aboard Air Force One on Friday in Copenhagen, Denmark, as part of his review of a war strategy that has divided the president's national security team.
The two conferred just before the president returned to Washington from Copenhagen, where he was pitching the International Olympic Committee on Chicago's bid to host the 2016 games.
At least 37 American troops died in Afghanistan in September, compared with 51 in August, 44 in July and 24 in June, according to figures compiled by The Associated Press from official statements.
The September death toll for the overall international force, including the Americans, stood at 65, compared with 73 in August, 75 in July and 34 in June.
At the same time, civilian deaths rose from 169 in August to 202 in September, according to AP figures compiled from police and other Afghan officials.
The reason for the decline in soldier deaths was unclear, although major ground operations were launched against Taliban forces in July and August. No figures for wounded were available.
Also Friday, Afghan authorities reported that militants attacked a convoy of empty trucks returning to Pakistan after delivering supplies to a NATO base in Kunar province of eastern Afghanistan.
One driver was killed, three were wounded and 13 trucks were burned, according to police chief Khalilullah Zaiyi.
Afghan authorities say militants have recently stepped up attacks on civilian convoys as part of a psychological campaign to convince Afghans that the Taliban are extending their control across the country.