The move will test the readiness of 350,000 Afghan forces who will bear responsibility for fighting increasingly organised Taliban rebels.
The US-led coalition formally ended its mission more than 13 years after the Islamist Taliban government was toppled in late 2001 for sheltering the planners of the September 11, 2001, attacks on American cities.
However, 13,000 foreign troops, mostly American, will remain under a two-year mission named “Resolute Support” to train Afghan troops.
“I want to congratulate my people today that Afghan forces are now able to take full security responsibility in protecting their country’s soil,” said Afghan President Ashraf Ghani.
Afghan army mortar rounds killed at least 20 civilians and wounded scores attending a wedding party in volatile southern Helmand on Wednesday, officials said.
General Mahmoud, deputy commander of the Afghan 215 corps in the province, said artillery was fired from three directions at a village in Sangin district where the wedding was held.
“What we know so far is that our soldiers fired mortar rounds from three outposts but we do not know whether it was intentional,” said Mahmoud.
“We have launched our investigation and will punish those who did this.”
Gul Pasha Bakhtiar, deputy provincial police chief, said 26 civilians, including women and children, were killed and 41 wounded by mortar shells fired from the army side.
At least 3,188 Afghan civilians were killed in the war with the Taliban in 2014, making it the deadliest year on record for non-combatants, the UN said last week.
As of November 30, the UN had recorded a total of 3,188 civilian deaths and 6,429 injuries.
The numbers are a sharp reminder that the Afghan war is far from over.
For the first time, ground battles between the Taliban and Afghan forces became the main cause of civilian deaths in 2014. In previous years, planted bombs killed the most civilians.
While US military officials have portrayed the war as in the process of being won by Afghan security forces, the national army and police have also suffered record losses this year, with more than 4,600 killed.
Since 2001, nearly 3,500 foreign soldiers from 29 countries have been killed in Afghanistan, including about 2,200 Americans.