International police body Interpol has issued a wanted persons notice for Briton Samantha Lewthwaite, at Kenya's request.
Ms Lewthwaite is the widow of one of the four suicide bombers who attacked London on 7 July 2005.
Known colloquially as the "white widow", she has been linked with Somali militant Islamist group al-Shabab.
The group was behind the attack on the Westgate shopping complex in the Kenyan capital, Nairobi, at the weekend.
The assault and subsequent four-day siege left at least 67 people dead.
READ MORE
Agency develops new strategy to fight violent extremism
Ruto, Somalia President urge support for AU peace mission
Man's terror alert email to punish 'cheating' lover lands him in jail
What Kanja should do to give Kenya a world-class police service
An Interpol 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.
Interpol did not link the warrant to the Nairobi attack, but it comes after much speculation linking Ms Lewthwaite to events at the Westgate complex.
Kenya is continuing three days of official mourning for both the civilian and military victims of the siege.
The funeral of pregnant television and radio star Ruhila Adatia-Sood was one of many being held on Thursday.
Flags are flying at half mast amid visibly tighter security around the Kenyan capital. Security guards were scanning passengers with metal detectors before they boarded buses.
Amid rising concern among Kenyans over the authorities' preparedness for such an attack, reports are emerging that the country's counter-terrorism strategy and its disaster response co-ordination will now be reviewed.
-BBC