The officers were escorting the bus christened Desert Cruiser that was travelling to Nairobi.
Five Kenyan policemen were killed Monday when suspected Shabaab fighters attacked their convoy in the far northeast of the country, Mandera governor said.
The police vehicle exploded into flames after it was hit by a rocket-propelled grenade as it provided security for a bus, called the Desert Cruiser, near the remote Kenyan town of Elwak, on the border with southern Somalia as it travelled to Mandera.
"We condemn the attack by Al-Shabaab, five officers were killed," Mandera Governor Ali Roba said.
The passengers of the Desert Cruiser had spent the night at Kotulo and had left in the morning.
Mandera County Police Commander Job Boronjo confirmed the morning attack and said the bus was not hit.
The killing is the latest in a long line of attacks in Kenya's restive northeast.
The Shabaab, East Africa's long-time Al-Qaeda branch, is headquartered in Somalia where it is fighting to overthrow the internationally-backed government in Mogadishu, which is protected by 22,000 African Union troops, including Kenyan soldiers.
The Somali-led insurgents have staged repeated attacks in Kenya, including the killing of at least 67 people at Nairobi's Westgate Mall in 2013 and the massacre of 148 people at a university in Garissa in April 2015.
Three people were also killed last year during a dawn attack a few kilometres from Kotulo when gunmen attacked a bus and a lorry.