The officers, missing since yesterday, are believed to have been ambushed during a security operation in the impoverished, arid region of Lake Turkana, the scene of regular raids and score-settlings between rival communities.
Attackers targeted three police vehicles and burned one of them, police sources said.
Police spokeswoman Gatiria Mboroko confirmed the attack took place in the Kapedo area but could give no further details, blaming difficult communications with police in the field.
Two years ago, more than 40 police officers who had been chasing cattle thieves were killed around 100 kilometres further north, in an ambush unprecedented in the east African nation.
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Diminishing water supplies and grazing areas have aggravated conflicts between communities in the area which is mainly populated by nomadic farmers.
Local police are notoriously under-equipped and more illegal firearms are appearing in the area.
Extra police have been deployed to help with search operations after the latest attack.