An explosion at a bus station in downtown Nairobi killed at least three people and wounded 40 on Saturday evening, with eight still in critical condition, the Kenya Red Cross said.
There was no immediate claim of responsibility, but the Kenyan capital was hit by grenade attacks in October after Kenya sent troops into neighboring Somalia to fight al Shabaab, the militant group linked to al Qaeda. Police quickly blamed the Somali rebels.
After the attack a fire blazed in a small crater at the Machakos bus station and police cordoned off the area where the corpse of a man dressed in a blue jacket and white trousers lay on his back. Bystanders helped carry the wounded to ambulances.
"We have lost three: two male adults and one female," Francis Okonya, principal deputy police commissioner, said outside the Kenyatta National Hospital.
Police sources at the bus station near Nairobi's central business district said a grenade was thrown into a crowd, but witnesses told Reuters they heard up to four blasts.
There was no official confirmation of multiple explosions.
In October, grenades were used in an attack on a bar and another bus station, both near the scene of Saturday's attack, killing one person and wounding more than 20.
A Kenyan man arrested shortly afterwards pleaded guilty to that bus station attack and to being an al Shabaab member. He was sentenced to life in prison.
While Nairobi had been spared deadly attacks since then, suspected al Shabaab sympathizers have launched a string of deadly strikes in the north of the country near the Somali border and at the world's largest refugee camp in Dadaab, home to more than 400,000 Somali refugees.
The Muslim Youth Centre, a Kenyan movement that pledges allegiance to al Shabaab and al Qaeda, said on its Twitter account: "Blasts in Nairobi...more to follow...."
A United Nations report published last year said Kenyans were the largest and most organized non-Somali grouping within al Shabaab.
The investigators focused most of their attention on the activities of MYC, which has its roots in Nairobi's Majengo, a poor area just east of the central business district and near the bus station attacked on Saturday.
MYC has said many of its Kenyan fighters are now in the al Shabaab controlled-port city of Kismayu in southern Somalia.
Others are still in Kenya, though many have laid low since the October attacks, which prompted a heightened police presence in parts of the capital such as Majengo and Kayole, where the man behind the previous bus station attack was arrested.