The gunmen were wearing Indian army uniforms when the attacked the station in Kathua district and the base in Samba district, said police.
Kashmir has seen an armed insurgency against Indian rule since 1989.
Indian Prime Minister Manmohan Singh described the attack as barbaric, but said it would not derail peace efforts.
He is due to meet his Pakistani counterpart, Nawaz Sharif, on the sidelines of the UN General Assembly this week.
Peace talks between the two countries have been stalled for the past two years, and dialogue is expected to ease recent tensions along the Line of Control that divides Kashmir between the two countries.
India has a large security presence in Kashmir with tens of thousands of police and paramilitary forces deployed in the region.
