The bodies were found wrapped in a blanket near a local nightclub on the outskirts of Mombasa, said Christopher Rotich, the police chief in the area. He said the bodies had deep wounds, suggesting the two were killed with sharp instruments.
Rotich added that the police could not identify the dead because there were no documents with them, nor did they receive any reports of people missing.
The Kenya Tourism Authority said it had examined most of the hotels in the coastal area and showed no cases of missing guests.
In 2014, Russian and German tourists were robbed and killed in Mombasa in two separate incidents. Police later killed two people they said were behind the incidents.