Three terrorists were killed in an attempted attack at Central police station in Mombasa at about 10.30 am on Sunday.
County commander Peterson Maelo said three women in hijabs went to the station pretending they wanted to report a crime.
A preliminary report indicated they claimed they wanted to report the loss of mobile phones.
Maelo said one took out a knife and stabbed the officer manning the report desk forcing his colleagues to shoot them.
Two of the women were shot dead at the report office and the third one as she attempted to escape.
Maelo said one of the suspects had hurled a petrol bomb inside the station, starting a fire.
An officer is said to have sustained an ankle injury and another an injury to his arm. They were rushed to hospital.
The area was sealed off and a major security operation launched to find two men also said to have escaped.
