A woman has died after a grenade attack in Mombasa, police told AFP on Wednesday - a day after armed men attacked a restaurant in the Kenyan port city.

The BBC, which reported that the venue was a popular club for foreigners and Kenyans, said five people were injured when the attackers, who had been denied entry into the club, threw explosive devices through the doorway.

"We lost one of the victims, a lady who was a security guard at the club, she died in hospital," regional police chief Aggrey Adoli said.

The wounded patrons are still in hospital, one in a serious condition, following the attack by gunmen late on Tuesday night.

One of the gunmen reportedly opened fire when guards at the restaurant prevented him and two others from entering the Bella Vista.

Two grenades were reportedly thrown - one near the entrance to the restaurant and the other near a car parked outside.

No one has claimed responsibility for the attack, but authorities have been blaming other grenade attacks and explosions in the Nairobi on Al Shabaab rebels from Somalia after they warned of revenge for Kenya joining the African Union force fighting insurgents.