The latest cross-border attack by Somalia's Al-Qaeda came two days after it ambushed the local governor's convoy.
"The assailants opened fire at a group of shoppers killing one man instantly, while at the same time critically injuring three others," said Mandera East's deputy county commissioner, Elvis Korir, of the attack on yesterday evening.
The gunmen driving in an estate car sprayed shoppers with gunfire before escaping towards the nearby border with Somalia.
A spokesman for the Al-Qaeda-affiliated rebels claimed responsibility for the attack in a statement on Radio Andalus, a pro-Shebab broadcaster.
Roba's convoy was previously ambushed in October 2014.
Mandera, in Kenya's far northeast, borders Somalia and is plagued by insecurity. The area has been the scene of a string of recent Shebab attacks.
In November, Shebab gunmen held up a bus outside Mandera town on the same stretch of road as Friday's ambush. The militants separated passengers according to religion and executed 28 non-Muslims.
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