The man was arrested after acting suspiciously, and later two sniffer dogs confirmed the small hand-held device he carried had explosive material. The device was "safely neutralized" following an evacuation of the mall, Nairobi's Garden City Mall said in a statement today.
Kenyan police are questioning three men over the incident, said Robinson Moloi, police chief for Nairobi's Kasarani region.
"This afternoon we had an incident at the Garden City Mall where three people were arrested with an improvised explosive device," he said. "They were detected while entering during screening and they were uncooperative, and on being searched one was found with the device."
In September 2013, Islamic extremists from the Somali rebel group al-Shabab killed at least 67 people in an attack on Nairobi's Upscale Westgate Mall.
The East African country has been facing the threat of attacks from al-Shabab since sending troops to fight the Somali rebels in 2011.