The soldiers, serving as part of Combined Force Lashkar Gah, were killed by small arms fire during a cordon operation as they sought to evacuate a casualty.
Spokesman for Task Force Helmand, Lieutenant Colonel James Carr-Smith, said:
"It is with great sadness I must inform you that a soldier from The Royal Dragoon Guards and a soldier from 1st Battalion Scots Guards were killed this evening in Lashkar Gah district, Helmand province.
"The soldiers were part of a cordon operation providing security for a routine rotation of troops when they were killed by small arms fire. In the courageous and selfless act of attempting to evacuate an injured colleague, they themselves were shot and fatally wounded.
"They died helping their friends. Their sacrifice will never be forgotten. We will remember them."
Next of kin have been informed and have asked for a period of grace before further details are released.