The investigation into the incident, which is due to start on Thursday, has been launched at the request of Abkhaz authorities.
Abkhazia said that a group of approximately 10 assailants fired a grenade launcher before opening fire with assault rifles at an Abkhaz border post in the Georgian-Abkhaz conflict zone, located on the Achamkhara Mountain in the Kodori Gorge.
The attackers fled after an exchange of gunfire, local police reported.
Meanwhile, Georgia claimed that a group of Georgian policemen came under attack in the same area on Wednesday. Four assailants were killed and several wounded, while three Georgian police officers were wounded, the Georgian Interior Ministry said.
Tbilisi is also demanding that the UN mission in Georgia open an investigation into the incident.
Abkhazia broke away from Georgia in the early 1990s following the collapse of the Soviet Union. Between 10,000 and 30,000 people were killed in the subsequent fighting.
Peace talks between Abkhazia and Georgia broke off in July 2006 when Tbilisi sent troops into Abkhazia's Kodori Gorge and established an alternative Abkhaz administration there.
The pro-Western Georgian government of Mikheil Saakashvili has said it is determined to bring the breakaway region back under its control.