Philip Okumu, 26, and Daniel Wekesa 39, died in the East African country's Mandera County, near the Somali border last Wednesday.
According to Olaka Kutswa, the Mandera County Commissioner, more than 20 militants arrived at the school around 1am and threw an explosive device into one of the rooms of the house where the school's four non-local teachers stayed.
His statement revealed the house was set on fire as a result and both of the Christian teachers were shot as they tried to escape.
Two non-local teachers, Elijah Nderitu and Kelvin Lomusi, survived the attack but sustained injuries.
Lomusi told local broadcaster Citizen TV: "After witnessing the attack and the killing of my colleagues, I can no-longer endure working there anymore.
According to World Watch Monitor, police have said the attack was planned by a Somali national from the Damasa area.
They added that the terrorist organisation appear to be preparing further attacks in the Kenya-Somalia border region.
Al-Shabab is a faction of al-Qaeda and was forced out of Somalia's capital, Mogadishu in 2011 by Somali government forces and African Union troops.
However, it still operates freely in many rural parts of southern Somalia, where it often enforces Islamic law.
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