Gunmen kidnapped four foreign refugee workers and a driver at Kenya's Dadaab refugee camp near the border with Somalia, police said.
It is the latest attack since Kenya sent troops into Somalia to try to crush Islamist militants.
Kenyan police said the staff were working for the Norwegian Refugee Council (NRC) and that they suspected the gunmen to be sympathisers of Somalia's al Qaeda-linked al Shabaab insurgents.
"So far we have not confirmed the nationalities of the four foreign workers who were kidnapped," Philip Ndolo, the region's deputy police chief, told Reuters.
"We suspect this could be the work of al Shabaab sympathisers."
It was the first kidnapping of foreigners since Kenya sent troops into Somalia in October to fight the militants.
Kenya deployed its troops days after two Spanish women working for Medecins Sans Frontieres were kidnapped at the Dadaab refugee camp last October. They are still being held by the gunmen.
Dadaab, located about 100 km for the Somali border, was set up in 1991 to house Somalis fleeing violence in their country. It has since grown to become the world's biggest refugee camp with almost 500,000 residents.
Ndolo said the gunmen shot at a convoy of two vehicles, but one of the vehicles drove away while the other was taken by the gunmen.
"They shot at the first of the two vehicles, but it drove off. It had other workers. The staff were driving from one camp to another," Ndolo said.
He said a driver was wounded in the attack on its staff.
Police and the military were now pursuing the kidnappers who drove towards the border, police said.
The NRC, which is based in Oslo, confirmed there had been an incident with an NRC convoy in Dadaab.
"There has been an incident involving the general secretary of the Norwegian Refugee Council, Elisabeth Rasmusson, but she is now safe," said Rolf Vestvik, director of advocacy and information at the NRC.
"We can confirm that our secretary general was part of that convoy. And she is unharmed and safe. We are now trying to get more information on what has happened."