Kenya ordered soldiers across its border with Somalia in mid-October to crush al Shabaab rebels who it said had kidnapped the tourists and attacked its security forces inside Kenya.
Al Shabaab has denied being behind the kidnappings.
Police on Friday said they acted on a tip-off from residents in the area who said five men were headed towards the direction of Bruno Hotel, after mooring a boat at a beach north of the town on Lamu island.
"We suspect these people are from Somalia. Maybe they are al Shabaab ... we are still interrogating them," said Joseph Sigei, deputy officer commanding police division for Lamu.
There is heightened security in the area ahead for the annual Lamu cultural festival, a big tourist event to celebrate the Swahili island`s history and culture.
In September, unidentified gunmen raided a secluded beach resort north of Lamu and shot dead publishing executive David Tebbutt and took hostage his wife Judith, 56, before escaping by boat.
In early October, gunmen stormed the private home of 66-year-old, wheelchair-bound Marie Dedieu on island of Manda, next to Lamu. They grabbed and carried her to a waiting boat that crossed into Somalia, where al Shabaab were in control of large swathes of the south and centre. (*)
Editor: Kunto Wibisono
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