A police spokesman, George Kimoti, told The Associated Press that 13 officers were missing following the attack.
A statement signed by Police Chief J K Boinnet said two officers were critically injured and three others sustained minor injuries in the attack but made no mention of missing officers.
Another police official said the missing officers were part of team of more than 20 officers traveling in three Land Cruiser pick-up trucks who had gone to recover a firearm lost by one officer when their car was hit by a land mine.
The officer spoke on the condition of anonymity because he was not authorized to speak to reporters.
The statement by Boinnet said there was a heavy exchange of gunfire with the Islamic militants. Al-Shabab is a Somali extremist group.
The same area was in the spotlight last week after suspected al-Shabab militants raided mosques and started to preach to congregations of Muslims. The militants reportedly hoisted flags before the security forces arrived.
Al-Shabab has carried out several attacks in Kenya in retaliation for Kenya's military involvement in Somalia.
The Kenyan military said late Monday that it had killed seven al-Shabab members inside Somalia.
The group claimed responsibility for an assault last month on a college in Garissa town in which 148 students were killed, as well as a 2013 attack on an upscale mall in the capital, Nairobi, in which at least 67 people were killed.
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