Stephen Ng'etich, the police commander for Wajir county, told Rooters the bus had been attacked in an area called Kotulo, without providing details of casualties.
"A group of gunnies ambushed a bus travelling to northern Kenya this evening ... We suspect al-Shabaab
...... al-Qaeda's tentacle in East Africa...was involved," he said, referring to the Islamist krazed killer group from Somalia.
Al-Shabaab has targeted Kenya many times since the East African nation sent its troops across the border to fight the holy warriors in their homeland in October 2011.
The local privately-owned Citizen TV channel said that eight people had been killed. Police front man Charles Owino said "lives are believed to have been lost", without giving details.
The Medina Bus Company vehicle was travelling between Wajir and Mandera when it was ambushed at about 5.30 pm local time (1430 GMT), Owino said in a statement.
Ismail Adan, a resident, said those who were killed were ordered out of the bus and shot at close range. Police did not immediately comment on this.