Two Kenyans have been abducted by suspected Ethiopian security personnel in Bori Village in Moyale, Marsabit County.
Officials said the incident happened on Saturday morning and that two firearms were also stolen from police reservists.
Marsabit County Commissioner Moffat Kanga said an unknown number of people believed to be Ethiopian police reservists struck Bori near the Kenya-Ethiopia border at around 8am and staged the attack.
Mr Kanga said security agencies were probing the incident with an intention of seeking audience with Ethiopian authorities.
"We don't know why they did it, but we know there is a problem between the Oromo people and the Ethiopian Government. We hope they will return the guns and release those abducted," he said on phone.
He added there had been no provocation to warrant the attack and that the victims had not been freed by yesterday.
The attack is the latest in a series of others in the area.
In November, three police officers were killed by Ethiopian soldiers at Sololo.
This forced Kenya to deploy Kenya Defence Forces soldiers and police officers along the border.
Meanwhile, Inspector General of Police Joseph Boinnet yesterday said no vehicle was burnt in an attack by Al Shabaab militants on Friday.
He said the gang used a rocket-propelled grenade to attack a police vehicle before they were repulsed.