The al-Shabab fighters vowed to transform Kenyan cities and towns into what they call grave yards, on Wednesday.
“We will strike Kenyans where it hurts the most, turn their cities into graveyards and rivers of blood will flow in Nairobi,” the militants said in a statement.
This comes after Kenya refused to pull its soldiers out of Somalia.
“The Kenyan government’s decision to keep its invading force in Somalia is an indication that they haven’t yet learnt any valuable lessons from the Westgate attacks.”
Late last month, nearly 70 people were killed after Somalia’s al-Shabab fighters stormed the Westgate mall, a shopping center popular with rich Kenyans and foreigners in Nairobi.
Dozens of others are reportedly still missing following the hostage-taking that took place in the building.
The group claimed responsibility for the attack. Al-Shabab leader Ahmed Godane said the raid was in retaliation for the Kenyan military’s invasion of southern Somalia in October 2011.
Kenya currently has over 4,000 army soldiers stationed in southern Somalia, where they have been battling the al-Shabab.
The Kenyan forces are part of the African Union Mission in Somalia (AMISOM) that gets training and equipment from the United States.
Somalia has not had an effective central government since 1991, when warlords overthrew former dictator Mohamed Siad Barre.
However, MPs meeting in Mogadishu elected Hassan Sheikh Mohamud as the new president of Somalia with a big majority in September 2012.
The weak Western-backed government in Mogadishu has been battling al-Shabab fighters for more than six years and is propped up by the 10,000-strong AMISOM forces from Uganda, Burundi, Djibouti, and Kenya.