Kenyan Christians have been saved from certain death by Muslims who refused to be separated from them when their bus was ambushed by suspected Islamist extremists.

According to Kenya's Daily Nation news service, two people died and three were injured when a bus travelling from Nairobi to Mandera was attacked by Al-Shabaab militants this morning.

Deputy County Commissioner Julius Otieno told the Nation that the attackers had told the passengers to alight from the vehicle and tried to divide them between Muslims and non-Muslims.

"They were trying to identify who were Christians and who were not. They told the non-Christians to return to the vehicle," Otieno said.

Mandera Governor Ali Roba said the passengers had refused to be separated and dared the attackers to either kill all of them or leave.

"This forced the militants to leave in a hurry fearing retaliation by residents from nearby villages," he said.

"The locals showed a sense of patriotism and belonging to each other by insisting that the Al-Shabaab should kill them together or leave them alone."

He said that local people had been injured "trying to protect non-Muslims in the bus".

Roba added that Al-Shabaab fighters crossed into Kenya in groups of six to 15 and that the largest group seen in the area comprised 30 fighters.

He said that they were attempting to radicalise villagers, without success.

Al-Shabaab's worst attack in Kenya has been its massacre of students at Garissa University on April 2, in which 152 people died including four gunmen. Survivors spoke of merciless executions by the attackers, who stalked classrooms and dormitories hunting for non-Muslim students.

Reuben Mwavita, 21, a student, said he saw three female students kneeling in front of the gunmen, begging for mercy.

"The mistake they made was to say 'Jesus, please save us', because that is when they were immediately shot," Mwavita said.