An unknown number of students were also injured at Utumishi Girls' Academy Senior School in Gilgil in Nakuru County, the Gilgil Police Station said in a report seen by Reuters on Thursday.
The cause of the fire was not known, it said.
Police said they were leading rescue and emergency response efforts about 120 kilometres from the capital Nairobi.
The government-owned secondary school is managed and sponsored by the Kenya Police Service. Many of the students are daughters of police officers.
Footage aired by Citizen Television showed broken window panes and smoke-stained walls.
Kenya has a long history of school fires, with more than 60 cases of arson in public secondary schools recorded in 2018 alone, according to government data.
Many of the fires have been set by students protesting harsh discipline and poor conditions, researchers have found.
Masoud Mwinyi, a senior police commander, told reporters at the school that 50 officers were combing areas around the school for students who may have fled when the fire broke out.
"Of that shock and fear and anxiety, many people went out, and it was at night," he said.
In 2024, a fire killed 21 students at a primary boarding school in nearby Nyeri County. The cause of that fire has not been conclusively established.
- with AP
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