The incident occurred on Sunday in Nanyuki, a town in the Laikipia County, the Daily Nation newspaper said. The three suspects were caught on surveillance cameras during their failed attempt to penetrate into the British Army Training Unit in Kenya (BATUK).
BATUK circulated the footage to local police who tracked down the suspects and arrested them not far from the site. The arrested persons are suspected of spying for terrorists.
"They tried to force their way there but they could not. So they were tracked down. They just had cameras I think, but we are still interrogating them to find out the truth," local police chief George Natembeya said, as quoted by the Daily Nation.
Meanwhile, Al-Shabaab jihadist group staged an attack on a US military base in Kenya's Lamu County, on the coast of the Indian Ocean, on Sunday. One US serviceman and two contractors were killed as a result of the attack.