The explosion took place in Nairobi where an earlier blast had hit a club wounding 14 people.
No group has claimed responsibility for the assaults.
The explosions came following warnings of retaliation by the Somali-based Al-Shabab group after Kenyan forces crossed into Somalia’s southern territory in the hunt for militants.
Kenyan military intervention in Somalia more than a week ago was necessitated by recent spate of kidnappings in Kenya, blamed by Nairobi on Al-Shabab militants.
Four European women, including two Spanish humanitarian aid workers, were abducted in Kenya over the past weeks.