Kenya's Foreign Minister Amina Mohamed has said the woman had "done this many times before" and "two or three" Americans were also among the attackers.
Six British nationals are confirmed dead in the attack on the Westgate mall in Nairobi and there are conflicting reports over whether the siege has been ended yet.
The UK Foreign Office (FCO) said the next of kin of the six had been informed and were being offered consular support.
Lewthwaite, dubbed the 'White Widow', is known to be in East Africa and is wanted by Kenyan police over alleged links to a terrorist cell that planned to bomb the country's coast.
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In March last year, officials said she had fled to Somalia and that officers were hunting a woman who used several identities, including hers.
Responsibility for the attack has been claimed by Al Shabab - an Islamist group based in neighbouring Somalia, which is part of the Al Qaeda network.
Meanwhile, Kenyan troops continued to battle the extremists in the deadly shopping mall siege today - the fourth day of the attack.
"We continue to liaise very closely with the Kenyan authorities and to support their investigation into this attack," and FCO spokesperson said.
Britain's security service MI5 is reportedly trawling records of Britons with links to extremists in Somalia amid concerns that sympathisers could follow up the shopping mall massacre in Kenya with terror attacks in the UK.