Salah Farah reportedly refused orders from al-Shabaab gunmen to separate from the Christians on a bus last month.
He led a group of fellow Muslims who would not leave the Christians because he knew they would be shot.
Before leaving the bus, militants shot dead two people and left three others injured.
Mr Farah was taken to hospital for treatment on Christmas Day but has now died from his injuries.
The Star newspaper reported he died of complications.
At the time of the attack he told the Daily Nation newspaper: "We asked them to kill all of us or leave us alone.
"As we argued, they shot me and the boy. One man who also came out of the bus and tried to escape to the bush was shot."
Mr Farah has been hailed as a hero in his country.