A man with British nationality and two women of Somali origin were arrested by Kenyan police at a residential estate in Nairobi on Tuesday.
The police said the trio are suspected to be Al-Shabaab trainers and recruiters.
The arrested man who was identified as only Tom James had rented a posh house at Rosslyn estate where the officer found the three after a major security operation was mounted.
The operation was carried out by officers from the Flying Squad unit at noon.
A senior police officer said police confiscated items including training literature, books, bullet proof jackets and laptops.
The security guard said the Briton had lived in the house for three years and was a regular traveler to Somalia.
Criminal Investigations Department director chief Ndegwa Muhoro who visited the house declined to comment but promised a comprehensive statement on the matter.
Kenyan troops have been fighting an Al-Shabaab insurgency in the south of Somalia for five years as part of a 22,000-strong African Union force seeking to uproot the group from its main strongholds.
Al-Shabaab fighters have managed to stage major attacks in Kenya since the East African sent its forces into Somalia in 2011.
The group killed six non-Muslims in an attack on the town of Mandera near the border with Somalia last week.