Samantha Lewthwaite, 29, is the widow of Germaine Lindsay, one of the four suicide bombers who attacked London on July 7th, 2005.
She has been linked with Somali militant Islamist group al-Shabab.
Interpol did not link the warrant to Nairobi’s Westgate mall attack that left at least 67 dead.
However, it comes after much speculation linking Samantha Lewthwaite to events there.
Al-Shabab was behind the attack and subsequent four-day siege at the Westgate shopping complex in the Kenyan capital.
An Interpol statement said Samantha Lewthwaite was “wanted by Kenya on charges of being in possession of explosives and conspiracy to commit a felony dating back to December 2011”.
The Interpol alert, known as a “Red Notice”, requires member countries to detain the suspect pending extradition procedures.
Samantha Lewthwaite – who is believed to use the alias “Natalie Webb” – had previously only been wanted for the alleged possession of a fraudulently obtained South African passport.
She is the widow of Germaine Lindsay, one of the four bombers involved in the July 7 terror attacks in London in 2005 in which 52 people were killed and hundreds more injured.
Interpol’s red notice acts like a global wanted poster, but it’s also a concession by the Kenyan security forces that she is an international danger, not just someone who should be regarded as a passport fraudster.
Kenya is continuing three days of official mourning for the civilian and military victims of the siege.
The funeral of pregnant television and radio star Ruhila Adatia-Sood was one of many being held on Thursday.
Flags are flying at half mast amid visibly tighter security around the Kenyan capital. Security guards were scanning passengers with metal detectors before they boarded buses.
Kenyan investigators have been joined by experts from the US, UK, Germany, Canada and Interpol to comb the sprawling shopping complex for DNA, fingerprints and ballistic clues.
Somali Islamist group al-Shabab has said it had carried out the attack in retaliation for Kenyan army operations in Somalia.
The militants stormed the Westgate centre on Saturday, throwing grenades and firing indiscriminately at shoppers and staff.
Twitter posts on an al-Shabab account said the group’s militants had held 137 people hostage, and claimed the hostages had died after security forces fired chemical agents to end the siege.
A government spokesman denied any chemical agents were used, and authorities called on Kenyans to ignore militant propaganda.
Al-Shabab, which is linked to al-Qaeda, has repeatedly threatened attacks on Kenyan soil if Nairobi did not pull its troops out of Somalia.
About 4,000 Kenyan troops have been serving in the south of Somalia since October 2011 as part of an African Union force supporting Somali government forces.
The group is banned as a terrorist group by both the US and the UK and is believed to have between 7,000 and 9,000 fighters.
Al-Shabab members are fighting to create an Islamic state in Somalia.
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