* Grenade thrown into Sunday school session in Nairobi
* Police suspect al Shabaab sympathisers
* Two police officers shot near Somali border (Adds police killings)
NAIROBI, Sept 30 (Reuters) - A nine-year-old boy was killed by a hand grenade thrown into a church in Nairobi on Sunday, the work, police said, of sympathisers of the al Qaeda-linked rebels that Kenyan forces are trying to flush out of Somalia.
Three other children were wounded by the blast at a Sunday school session which happened as troops were cautiously entering a Somali port city that had been the last stronghold of the Islamist al Shabaab militants.
Kenyan troops launched a surprise offensive late on Friday on the southern Somali port of Kismayu, forcing the rebels to flee.
Al Shabaab said it had retreated to surrounding towns and jungle but would continue to attack the Kenyan and Somali troops fighting under the flag of the African Union force in Somalia (AMISOM).
Later on Sunday, two Kenyan police officers were shot dead and their rifles stolen in the northern town of Garissa, near the Somali border.
The insurgents, who once controlled swathes of the lawless Horn of Africa country, have turned to guerrilla tactics, harrying the weak government of newly-elected President Hassan Sheikh Mohamud with suicide bombings and assassinations.
Kenya has suffered a several grenade attacks since it sent troops across the border last October in pursuit of al Shabaab whom it blames for kidnapping security personnel and Western tourists.
Police said the Nairobi attackers threw the grenade into the Sunday school service in St. Polycarp's church in the capital city. The explosion sprayed the children with shrapnel and fatally wounded the boy.
"We suspect this blast might have been carried out by sympathisers of al Shabaab," said deputy police spokesman Charles Owino.
"These are the kicks of a dying horse since, of late, Kenyan police have arrested several suspects in connection with grenades," he added.
Masked assailants launched simultaneous gun and grenade raids on two churches in the northern town of Garissa in July, killing at least 17 people. (Reporting by Duncan Miriri and Humphrey Malalo; Writing by Robin Pomeroy; Editing by Sophie Hares)