A large crowd gathered at the scene of the blasts, protesting about the lack of security.
The crowd also attacked two men it accused of involvement in the explosions, killing both of them. Photographs from the scene showed a crowd setting the men's bodies alight.
Protesters carrying sticks blocked Lahore's Ferozepur Road. Local television pictures showed a bus station being attacked.
'Scuffle at church gate'
Amir Masih, a witness quoted by Reuters news agency, said he had heard an explosion near one of the churches.
"I rushed towards the spot and saw the security guard scuffle with a man who was trying to enter the church," he said.
The man blew himself up after failing to enter the church, Mr Masih told Reuters.
Pakistani Prime Minister Nawaz Sharif and President Mamnoon Hussain have condemned the latest bombings.
Tahir Naveed Chaudhary, the chairman of the Pakistan Minorities Alliance, a rights group, said the Lahore attacks highlighted the government's failure to protect minorities.
Pakistan's military last year began an offensive against militant bases in the mountainous north-west, bordering Afghanistan. Offshoots of the Pakistani Taliban have warned of attacks in response.
At least 80 people were killed by bombers at a church in the Pakistani city of Peshawar in 2013, in what is thought to be the deadliest ever attack on the country's Christians.
Christians make up less than 2% of Pakistan's overwhelmingly Muslim population. And yet, like Israel, a tiny island in a vast ocean of Arabs and Muslims, it is the center of attention, anger and hatred.