Two al Shabaab suspects were on Thursday evening arrested in Eastleigh.
"We have obtained information that the militants could be plotting to infiltrate their operatives into the country to stage attacks," police said.
The police have asked Kenyans to continue being vigilant.
"While every effort is being made to uncover and neutralise such plots, we call on the public to exercise higher levels of alertness and to report promptly anything noted," police said on Twitter.
Last week, security agencies in Garissa arrested two suspected al Shabaab accomplices in Ijara and Liboi towns.
Northeastern commissioner Mohamed Birik said the two are a Kenyan from Gatundu in Kiambu and a foreigner of European origin.
The European was arrested in Ijara town while inquiring about where to board public vehicles to the border town of Hulugho.
Click here for the latest