The attack, which investigators believe was the work of al-Shabaab extremists, also injured 30 people. The initial death toll was four, but two succumbed to their injuries overnight Saturday, the Indian Express reported.
Police said one of the victims was believed the be the bomber, though a second suspect was being questioned, Nairobi police chief Benson Kibue said.
"We have one suspect who was arrested soon after the incident. He is assisting us in the investigations," Kibue said.