A statement said the 29-year-old was "wanted by Kenya on charges of being in possession of explosives and conspiracy to commit a felony dating back to December 2011." The Interpol alert, known as a red notice, requires member countries to detain the suspect pending extradition procedures.
Lewthwaite is the widow of Germaine Lindsay, one of the four bombers involved in the terror attacks in London in July 2005, in which 52 people were killed and hundreds more injured.
There has been widespread media speculation over her possible role in Nairobi's deadly mall siege this week after Kenya's foreign minister said a British woman was among the Islamist Al-Shebab attackers.