The charity said Al-Shabaab militants walked into Fafi Primary School and shot dead Elly Oloo Ojiema, right in front of his pupils.
They then kidnapped another Christian teacher, Joseph Kamau, as well as a Muslim colleague who tried to shield him.
Release International reported the kidnappers told the Muslim teacher: "We are going to teach you a lesson for protecting the infidels."
The colleague said he was prepared to die with the Christian teacher as he tried to protect him.
The militants also beat Muslims of Somali descent at the school as a punishment for associating with Christians.
Local pastors have called on the Kenyan Government to provide more security for the Christian community. They believe militants appear to have stepped up their campaign of violence in areas bordering Somalia in the past few weeks.
Release International has asked people to pray for "Christians in northeast Kenya who are under extreme pressure and living in fear" and also for the safe return of the two teachers.
