A senior police official who did not want to be named told AFP it was believed several grenades had been thrown at the bus station.
“I just saw a vehicle pass and then someone just threw things that exploded,” witness Charles Njenga told AFP.
“Many people have been injured,” he added.
“I survived because I was in a bus that was still loading people.”
It is the first such incident in the Kenyan capital since two grenade attacks carried out within 24 hours of each other last October killed one person and injured 30 others.
A Kenyan supporter of Somalia’s Islamist Shebab fighters was arrested soon afterwards and was convicted after having confessed to the attacks.
The Shebab have on several occasions threatened reprisal attacks against Kenya since it sent its troops over the border into southern Somalia in mid-October to fight the group.
No one has so far claimed responsibility for Saturday’s attacks. AFP