The diplomat said attackers broke into their accommodation overnight on Saturday at the Kiwayu Safari Village resort about 30 miles (about 50 kilometers) north of the island resort of Lamu. He declined to give further details.
He spoke on condition of anonymity because he is not authorized to speak to the press.
Kenyan police spokesman Eric Kiraithe declined to give details but said Kenyan police have launched a search and rescue operation. There was no answer from the resort, which consists of 18 luxury cottages spread along a private beach.
It was unclear if the attackers came from neighboring Somalia, where pirates often prey on foreigners, or if they were Kenyans.
A statement posted on the Foreign Office travel advice website said: "We continue to advise against all but essential travel to within 30 kilometers of Kenya's border with Somalia. There have been previous attacks by Somali militia into Kenya. Three aid workers were kidnapped in July 2009, and two western nuns in November 2008."
Attacks on tourists are unusual in Kenya, which is popular for its safari vacations and pristine beaches.
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