The suspect was arrested by officers who became suspicious of him during the mandatory checks and screening at one of the entrances, according to local media.

A senior police officer in Nakuru was quoted as saying that the man is being interrogated, adding that police could not exactly establish his mission.

The suspect was being held at the Nakuru police station but police said he was set to be brought to the capital, Nairobi, for further interrogation by Anti Terrorism Police Unit (ATPU) officers.

Police said they have since established that the suspect had traveled to Nakuru on Wednesday night and spent the night at a local hotel.

Police had also received a tip off about a man armed with grenades in the town earlier in the morning and had been looking for him, according to sources.

Kenya is on a high alert since Al-Shabaab militants vowed reprisals to protest the military incursion inside their country.

Speaking at the showground, President Kibaki announced that his Government had mobilised all the necessary resources and manpower to hunt down terrorist groups and criminal gangs destabilising the country.

Kibaki said his government will stop at nothing to ensure the country’s security is safeguarded and vowed the war on Al-Shabaab militants in Somalia will continue.

“We will not be intimidated by terror attacks on innocent civilians aimed at spreading fear and panic,” he said.

On Sunday, 17 people were killed in twin blasts that rocked the two churches in Garissa, in what is blamed on Al-Shabaab militants which have already claimed responsibility.