Five officers were also injured in the improvised explosive device (IED) attack in the Konton area of northeastern Kenya.
Confirming the attack to Anadolu Agency, a senior police officer who spoke on condition of anonymity due to restrictions on speaking to the media said: "All the police officers were in a car patrolling the border, and the five who were injured have been rushed to Wajir hospital."
The officer added that reinforcements have been sent to the area where the attack happened.
Kenyan officials told The Associated Press that 10 police officers had been killed in the attack.
The officials, who spoke on condition of anonymity because they were not authorized to share the information, said those killed Saturday in Wajir County were among 13 officers who were pursuing terrorists who had kidnapped police reservists.
Police on Friday said an unknown number of gunmen stormed Konton center in Wajir East and kidnapped three reservists.
There was no claim of responsibility for the latest attack.
The Somalia-based al-Shabab terrorist group often targets Kenyan security forces, vowing retribution after Kenya deployed troops to Somalia in 2011 to combat the terrorists. In 2018, more than 100 Kenya police were killed in separate IED attacks along the porous Kenyan-Somali border.
Meanwhile in Somalia, police said Saturday that nine civilians were executed by a local militia in war-torn Somalia after the killing of a policeman by al-Shabaab.
The revenge attack on Friday just outside Galkayo -- one of the most developed cities in the center of the country -- targeted the Rahanweyn clan, several of whose members are suspected of being al-Shabaab fighters.
"This was a horrible incident, a gruesome killing against nine unarmed innocent civilians in southern Galkayo. All of the civilians belong to one clan and the gunmen shot them dead in one location a few minutes after suspected Shabaab gunmen killed" a policeman, Mohamed Abdirahman, a local police official said.
"This is an unacceptable act and we will bring those perpetrators to justice," said Hussein Dini, a traditional elder.
"Their killing cannot be justified. It seems that the merciless gunmen were retaliating for the security official who they believe was killed by al-Shabaab gunmen belonging to the clan of the victims."
Witnesses told local media that the victims were rounded up from the streets or their homes and then shot dead on the outskirts of Galkayo.
Local officials have in the past fingered the Rahanweyn clan for fomenting instability in the region and supplying fighters to the Shabaab.
The local militia which staged the revenge attack are from the Saad Habargidir, a sub-clan of the Hawiye group which is dominant in the southern part of the city.
Galkayo, situated about 600 kilometers (380 miles) north of the capital Mogadishu, straddles the frontier with the self-proclaimed autonomous regions of Puntland and Galmudug.
The city has been the scene of violent clashes between forces of the two regions in recent years and also witnessed violence between the two rival clans occupying its northern and southern districts.