The attacks happened two days after the US embassy in Kenya warned that an attack by Islamist militants from neighbouring Somalia was imminent.
But Kenyan Police Commissioner Matthew Iteere said there was no evidence linking the nightclub attack to the militants from the al-Shabab group.
The Kenyan government sent troops to Somalia more than a week ago to pursue the militants after accusing them of being behind a spate of abductions on its territory.
Al-Shabab, which is linked to al-Qaeda and controls much of southern and central Somalia, denies involvement in the kidnappings but has warned of reprisals if Kenyan troops do not withdraw from Somalia.
Reports say the blast has heightened fears that have griped the Eastern African country.