Kenyan police said on Monday that they arrested four people over weekend grenade attacks in Nairobi that killed six people and which Kenya blames on supporters of Somali Islamist insurgents.

"On the Al-Shabab threats and attacks at the Machakos bus terminus, four highly suspected criminals were arrested and are undergoing intensive interrogation," Nairobi Provincial Police chief Antony Kibuchi said.

Six people were killed and more than 60 wounded when four hand grenades were hurled at a crowd in a bus terminus in the Kenyan capital on Saturday.

The suspects, all of whom are believed to be Kenyan, three of them reportedly minors, were being interrogated by specialised police units, including anti-terrorism officers, a police source said.

The Al-Qaeda allied Shabab has threatened Kenya since it sent its troops into south Somalia in mid-October to attack bases of the insurgents, whom Nairobi accuses of a series of kidnappings and attacks on its territory.

One of the men arrested had been on a police wanted list, suspected of having links to Shabab and Kenyan affiliates.

Saturday's attack was the deadliest in Nairobi since one in June 2010, not attributed to Islamists, during a public meeting against the adoption of a new constitution, in which the death toll was also six.

Neither attack came close to the devastating Al-Qaeda car bombing of the US embassy in August 1998 that killed 213 people and injured 5,000.

Forty-two people wounded in Saturday's attacks were still being treated in hospital on Monday, police said.

In Somalia, regional armies are pushing against Shabab positions, with Kenyan forces in the far south, Ethiopian soldiers in the west and African Union forces in Mogadishu made up of troops from Uganda, Burundi and Djibouti.

In retaliation, the Shabab have carried out grenade attacks and abductions in areas near the porous Kenya-Somalia border, killing and wounding several people.

Last October, less than two weeks after the Kenyan army sent troops and tanks into Somalia, two grenade attacks in the space of less than 24 hours killed one person and wounded 30.

The International Crisis Group said in a November report that Nairobi should cool its high hopes of defeating the Shabab, a resilient militia fighting to overthrow the Western-backed government in Somalia.

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