Two security guards were on Saturday night killed in an attack on a mall in Eastleigh, Nairobi.
Two others are still missing after the attack at Moyale Mall.
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The gang broke into nine shops and stole property including electronic goods valued at millions of shillings.
"We were informed of the incident long after it had happened and after the gang had escaped with the goods, it seems they were only interested in the goods from the shops," a police officer said.
The bodies of the have taken to the city mortuary.
In an investigation that took six months, Star correspondent Kassim Mohamed previously uncovered two cocky and aggressive criminal gangs operating in Eastleigh who kill, rob and maim residents and visitors alike with reckless abandon.
Eastleigh estate is regarded as the fastest growing business hub in Nairobi with emerging skyscrapers; tens of buildings are under construction and the streets are dotted with shopping malls. But amid the glittering window panes and the booming business lies a tale of fear. Residents are faced with a daily dilemma of dealing with criminal gangs that are now a thorn to business opportunities here.