Explosions and gunfire were heard as troops battled insurgents who raided a bank a few hundred metres from the presidential compound, killing three.
The Taliban has vowed to disrupt the election and said it was behind the raid, but this could not be confirmed.
The government has asked the media not to report on violence on poll day to avoid deterring people from voting.
On Tuesday more than 20 people were killed in attacks across the country, including a suicide blast in Kabul.
Meanwhile aid agency Oxfam said the elections must be accompanied by major reforms in governance and aid.
Oxfam said that despite massive investment a third of Afghans still faced hunger and poverty.
'Wasteful'
The presidential election on Thursday will be the second since the overthrow of the Taliban in 2001.
Since then, says Oxfam, billions of dollars of aid have been channelled into Afghanistan by foreign governments but these have been "woefully insufficient" to deal with the legacy of three decades of conflict.
Too few Afghans were benefitting from the money and much of it had been "ineffective, uncoordinated or wasteful".
The group said the election of a new government had to be accompanied by major reforms. "Aid can make a huge difference in Afghanistan but it has to be well-spent," it said.
Hamid Karzai is tipped to be re-elected president in Thursday's polls, although correspondents say he could face a run-off against one of his strongest challengers, ex-Foreign Minister Abdullah Abdullah. Several dozen candidates are in the race.
The Taliban says it will use violence to disrupt the poll and on Tuesday the government urged a media blackout on any attacks from 0600 to 2000 on polling day.
"All domestic and international media agencies are requested to refrain from broadcasting any incident of violence during the election process from 6am to 8pm on 20 August," the foreign ministry said in a statement.
Siamak Herawi, a spokesman for President Karzai, said the decision would prevent the media from having a "negative impact".
"If something happens, this will prevent them from exaggerating it, so that people will not be frightened to come out and vote."
But journalists and activists said Afghans had a right to know about the security threats they faced.
Rahimullah Samander, head of the Afghan Independent Journalists' Association, told Reuters news agency: "We condemn such moves to deprive people from accessing news."
The New York-based organisation Human Rights Watch said: "An attempt to censor the reporting of violence is an unreasonable violation of press freedoms."
Taliban attacks
On Tuesday, despite heightened security ahead of polling day, militants acted on their threats to disrupt election week.
A suicide car bomb in the Afghan capital Kabul targeted a convoy of Western troops, killing 10 people and injuring more than 50.
A Nato soldier and nine Afghans, including two UN staff, died in the explosion, the Nato-led force said. The Taliban claimed responsibility.
In other attacks on Tuesday:
- A rocket was fired into the presidential compound in Kabul
- Two US soldiers died in a roadside bomb in the east of the country
- In the usually peaceful north, an election candidate was shot dead in Jowzjan province, and three poll workers were killed in Badakhshan when their car hit a bomb
• Two civilians and three Afghan soldiers died when a suicide bomber on foot blew himself up in southern Uruzgan province
