TV news images are showing smoke pouring out of a building in downtown Nairobi after saying an explosion reportedly rattled the business district.
The building appeared to sustain heavy damage, with some of the roof blown off.
TV news stations are showing people pouring into the streets from nearby buildings to get away from the scene of the fire.
There was no immediate word on casualties or what caused the blast.
Al-Shabab militants from neighboring Somalia have long threatened to carry out attacks in Kenya. The country has seen a series of grenade attacks but Monday's blast appeared to have been caused by something much larger than a grenade.