A New Zealander has reportedly been arrested in Africa as part of a terror swoop following a bloody attack at a luxury hotel complex in Kenya.

Kenya police chiefs say that New Zealand national Sulub Warfaa, 36, was arrested just a few kilometres from the Kenya-Somalia border.

The Daily Nation news outlet says he was allegedly travelling in a white Toyota Hilux ute with two passports. A second passport was reportedly under the name Ramadhan Yusuf.

He was arrested with a 33-year-old named as Sakawawedin Abdullahi Mohammed, travelling on an Ethiopian passport.

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Kenya's Inspector General of Police Joseph Boinnet said the pair was heading to Garissa from Dajabula, the Daily Nation reported.

Another 10 suspects were arrested during a raid on the Dadaab Refugee Camp in Garissa County.

The Ministry of Foreign Affairs and Trade (MFAT) this morning confirmed it is "providing consular assistance to a New Zealander who has been detained in Kenya". It said that for privacy reasons, no further information will be provided.

The Herald has also approached Kenyan police for comment.

The arrests come after a suspected terror attack on the upmarket DusitD2 hotel and office compound in the capital Nairobi on January 15 killed 21 people and injured scores of others.

The Somalia-based Islamic militant group Al-Shabab - opposed to Kenyan involvement in the Somali civil war and which was behind the 2013 Westgate shopping mall massacre that left 67 people dead - have claimed responsibility for the attack.