Uganda's police chief, General Kale Kayihura, cited intelligence reports indicating that Uganda had been used as a transit stage. He added that Uganda was also still at risk of attack.
"Even intelligence shows Westgate attackers passed through Uganda," Uganda's government spokesman, Ofwono Opondo, quoted the general as saying during a high-level meeting this week of security chiefs and senior government officials.
"Uganda is being used as a transit route by the terrorists who bomb Kenya," he added. "We must ensure there is no disturbance in Kampala."
Ugandan troops are also fighting as part of the AU force, and in 2010 Shebab bombers killed at least 76 people in restaurants in the Ugandan capital.
The Westgate gunmen, believed to have numbered just four, were all killed in the siege. Four men are currently on trial in Nairobi on charges of providing them with logistical support, although it has been unclear precisely what route they took to Nairobi.