"Kenyan cities will run red with blood," said al-Shabab according to the SITE intelligence monitoring group.
The Islamic militants said the attack on Garissa college was in retaliation for killings carried out by Kenyan troops fighting the rebels in Somalia.
"This will be a long, gruesome war of which you, the Kenyan public, are its first casualties," said the statement, issued on Shabab-affiliated websites and Twitter accounts "No amount of precaution or safety measures will be able to guarantee your safety, thwart another attack or prevent another bloodbath," said the al-Shabab statement.
Kenyan security agencies arrested three people trying to cross into Somalia, said Interior Ministry spokesman Mwenda Njoka in a Twitter post.
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He said the three are associates of Mohamed Mohamud, also known as Dulyadin Gamadhere, a former teacher at a Kenyan Madrassa Islamic school who authorities say coordinated the Garissa attack.
Kenyan authorities have put a USD 220,000 bounty for information leading to Gamadhere's arrest.
Two other suspects were arrested at Garissa college. A survivor of the killings at Garissa University College was found today, two days after the attack by Islamic extremists killed 148 people.
She was rescued shortly before 10 a.M., according to Kenyan officials.
Cheroitich said she didn't believe that rescuers urging her to come out of her hiding place were there to help, suspecting at first that they were militants. "How do I know that you are the Kenyan police?" she said she asked them.
Only when Kenyan security forces had one of her teachers appeal to her did she come out, she said.
Cheroitich appeared tired and thirsty, sipping on yoghurt and a soft drink, but otherwise seemed in good health. She said she drank a body lotion because she was so thirsty and hungry while in hiding.
Authorities displayed the bodies of the alleged attackers before about 2,000 people in a large open area in central Garissa.