A Kenyan police official says members of an extremist group attacked a police convoy escorting goods and shot dead two people, including a police officer, in the coastal Lamu County.

Police spokesman Charles Owino said Thursday al-Shabab militants attacked the convoy on the Mpeketoni-Lamu road late Wednesday burning vehicles and driving another police vehicle to Somalia.

This is the third attack by Somalia's al-Shabab rebels since Sunday targeting Kenya security forces along the Somalia border.

One soldier died and another was wounded Sunday when al-Shabab attacked a military car in the northern Mandera town. Five police were wounded Tuesday by a roadside bomb in Mandera.

Kenya has experienced a wave of retaliatory attacks by al-Qiada-linked al-Shabab since it sent its troops to Somalia to fight the extremists in 2011.