Wanted terror suspect and British fugitive Samantha Lewthwaite is believed to have been behind the attempted on Sunday.
Three female terrorists were shot and killed by police after one threw a petrol bomb and another attacked an officer with a knife.
The women had gone to the station under the pretext of reporting the theft of a phone.
Detectives said findings on laptops and email accounts belonging to the terrorists indicated they may have communicated with Lewthwaite.
"A cyber crime unit will be finalising the contents soon. But primary findings indicate Lewthwaite could have a hand in this," said one who sought anonymity.
The laptops and other items were recovered at a house where the women lived.
Lewthwaite, also known as the White Widow, is believed to have been behind a series of attacks on Kenyan soil including the
massacre of 148 people, mostly students.
The 32-year-old is considered to be a key figure in the recruitment of female terrorists on behalf of al Shabaab.
It is also believed she was rapidly promoted through the ranks of al Shabaab after many of its leaders were killed in drone attacks.
Three female terror suspects were arrested and have been charged with harbouring the Mombasa police station attackers.
Naima Mohammed, Saida Ali and Shukri Ali were arraigned on Tuesday but did not plead to charges as they had difficulties communicating.
On Wednesday night, the widow of slain cleric Aboud Rogo was with the Mombasa attack.
Haniya Saggar, a mother of seven, was arrested by almost 17 detectives at her Kanami home.
She was taken to Mtwapa CID offices for questioning and was booked at Nyali police station at midnight.
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Police said she
might not be charged as detectives intend to seek more time for investigations.
Rogo's son
Dhulkifli Rogo, who was present during the raid, said the officers were after his elder brother Khubeid Aboud.
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Early November 2012 detectives arrested Khubeid's sons, Rumeissa Aboud and Swaleh Abdul, over links to terrorist activities.
Khubeid told the Star that police officers were not cruel this time.
"They even gave her the phone and we talked," he said.
Police spokesperson George Kinoti said they were gathering intelligence ahead of a media briefing on Thursday.