Kenyan police are investigating a deadly attack on a church in the capital city of Nairobi.

An explosive device was set off in a Sunday school class full of children. One child was killed and at least three seriously wounded.

Jackson Mwangi was worshipping in the church when the blast occurred.

"We heard a blast from outside on the side of the nursery school and people started stampeding and scampering all over," he recalled. "The kids who were injured...the congregation started taking them to the hospital."

Police believe the Somali Muslim militant group al-Shabab is behind the attack. They have been targeting Kenyan churches ever since Kenyan forces moved into Somalia to fight al-Shabab last year.

Meanwhile, Christians are also under attack in Tanzania just south of Kenya.

Voice of the Martyrs reports radical Muslims burned six houses and several cars belonging to a pastor and other Christians. They also burned 60 pigs alive that belonged to Christians.