Interior ministry spokesman Almas Sadubayev said the attackers were "followers of radical, non-traditional religious movements". The phrase is usually used to describe Islamist militants.
Islamist attacks are rare in Kazakhstan. However Aktobe - near the Russian border - was the site of Kazakhstan`s first suicide bombing in 2011.
The attackers on Sunday first targeted the shops, killing a vendor, a security guard and a visitor. They then reportedly seized a bus to break through the gates of the army unit, killing three servicemen.
At least nine soldiers were injured during the attacks.
Video on social media showed a group of armed men walking on the streets of Aktobe and apparently preparing to shoot.
The authorities shut down the entire public transport network, shopping centres and entertainment venues in the city.
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