They were on their way to arrest the leader of the outlawed Ombatse "cult" when gunmen opened fire, a state spokesman told the BBC.
Sani Musa Mairiga said they were forcing local villagers to swear an oath of allegiance to the group.
The state police chief said that 17 officers were still missing.
Nasarawa police chief Abayomi Akeremale said about 60 police officers came under attack.
"[They] have been going to churches and mosques initiating people into their cult by forcefully administering an allegiance oath to unwilling people."
The police were attacked on Tuesday near the shrine to the traditional deity of the Eggon people, in the village of Alakyo, near the state capital, Lafia.
Ombatse means "the time has come" in the Eggon language.
The Eggon community are a microcosm of Nigeria - they are said to be evenly divided between Christians and Muslims but many people continue to follow traditional religions.

Too many deaths. This is quite sad and disheartening.
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