Authorities said the explosion Monday happened as the officers were traveling in a vehicle.
It is the latest in a series of small-scale attacks that have hit Kenya since the government sent troops into neighboring Somalia to pursue al-Shabab militants. Kenya accuses the al-Qaida-linked fighters of kidnapping foreigners on Kenyan soil.
The militants say they are fighting to overthrow Somalia's U.N.-backed government and impose a strict form of Islamic law.
Dadaab is home to more than 400,000 refugees from Somalia.