The gang of about ten is said to have attacked at the Fino Police station in the night using rifles.
The injured officers were hit in the hands and stomach and were scheduled to be flown to Nairobi for further treatment.
Police say the gunmen escaped and no arrest has been made so far.
“We are yet to know the motive of the attack which is the latest in a series that have taken place in the region,” Police headquarters said.
One of the officers who was at the station said they engaged the gang in a shootout before they escaped.
Last week, the local county offices were bombed by unknown people who partially damaged them and no arrests have been made so far.
Fino is located south west of Mandera town and is a few kilometers to the border with Somalia. The area has been the target of cross-border attacks by the Somalia Islamist group Al-Shabaab.