The National Disaster Operations Centre said one of the blasts occurred in a 14-seater matatu, while a second explosion occurred within Gikomba market.
Several people have been injured in the attacks as police and emergency response teams were dispatched to the scene.
The blasts occur nearly two weeks after attacks on matatus plying Thika Road.
President Uhuru Kenyatta, who was addressing a press conference at State House, has sent a condolence message to the families of the dead and quick recovery to the injured.
He said the government will strengthen its resolve to fight terror and asked all Kenyans to up their vigilance.