"The attackers dragged people from their houses and killed them. We have launched investigations to establish the motive of the attack," said coastal police chief Larry Kieng.
"The number of people killed are four," he said, adding that three suspects had been taken into custody.
Kieng denied Shabaab was behind the attack Thursday night, saying it was linked to local conflict between herders and farmers.
But another senior police officer, speaking on condition of anonymity, said, "The attack has all the hallmarks of an Al Shabaab attack. They have committed similar attacks in similar fashion before and even torched houses."
Somalia's Al-Qaeda-linked Shabaab militants later claimed they had killed "five Kenyan Christians" and destroyed a number of homes in Lamu county, according to the SITE intelligence agency.
Lamu county, which borders Somalia, has faced a string of attacks by the Shabaab, mostly roadside bomb attacks targeting security forces.
In July nine people were shot and hacked to death in the same region, in what was believed to be a Shabaab attack.
The group also claimed an ambush on police officers Tuesday which left five dead in eastern Garissa country.
The Shabaab is fighting to overthrow the internationally backed government in Mogadishu but also regularly carries out attacks in neighbouring Kenya, which has troops in Somalia as part of an African Union force.
In its bloodiest single attack on Kenya so far, Shabaab gunmen raided a university in Garissa in April 2015 killing 148 people, most of them students, while in 2013 the group killed at least 67 people in an assault on a shopping mall in Nairobi.
The Shabaab is fighting to overthrow the internationally backed government in Mogadishu but also regularly carries out attacks in neighbouring Kenya
Four people were hacked to death and their houses torched in an attack claimed by Shabaab militants in Kenya's coastal Lamu county, police said Friday.
