The incident in Mandera, near the Somali border, occurred at 3 a.m., when most of the officers were sleeping, the Shabelle Media Network reported.
The attackers, who escaped after the incident, launched a rocket propelled grenade at one of the houses at the station, which burned down.
The injured officers were flown to Nairobi for treatment, and police were investigating the attack, Shabelle News reported.
Another attack occurred Wednesday in Wajir, where gunmen threw two grenades at a crowd and then opened fire, killing one man and injuring three others.
Police arrested one suspect.
The incidents came after other terror attacks in the country, including the targeting of the Westgate Shopping Mall in Nairobi.
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