By Cyrus Ombati
The bodies of Abdrashid Maalim Ahmed, 50, Hassan Aden Auul, 43 and Siat Mohamed Ismail, 48 were found in a thicket near the camp with bullet wounds.
Their killers are yet to be arrested but police in the Mbalambala area, the scene of the attack, say they have a clue on who they could be.
According to authorities, the three had left the main camp on Wednesday morning but failed to return and it was until in the evening that the incident was realized.
The motive of the killings is yet to be established but police suspect a gang that operates between Dadaab and Liboi is behind the incident.
North Eastern police boss Philip Tuimur said they are pursuing crucial leads on who the attackers could be.
The incident is the latest to happen in the area in a series that have occurred since Kenyan troops crossed to Somalia to crush Al-Shabaab militants who had been blamed for insecurity in the country.
More anti-terror police officers have been dispatched to major towns in North Eastern to help in taming sympathisers of the militants who are on the lose.
As part of the measures to curb the menace, the Government has ordered all refugees in the towns in the province to register with relevant authorities or risk arrest and deportation.
Officials say the presence of the refugees at the camps is a threat to the local security and country at large.
The larger camp is hosting more than 500,000 refugees and officials say more are arriving on a daily basis.