The family group meandered into a forested area, three kilometres from Kenya's coast, but officials were not sure where exactly they had come from.
Philip Mwakio, assistant director of Kenya Wildlife Services said: "We have told the hotels to look out and we have put rangers on the ground to push the elephants away from the beaches.
"Elephants can kill people and can be dangerous so we need to be prepared."
Kenya's coastal area was not far from the Shimba Hills National Reserve and north-eastern Tanzania, which both hosted significant elephant populations.
The huge creatures act as a constant threat to the livelihoods of their human neighbours, often marauding through fields and destroying crops.
A British tourist was trampled to death by an elephant while on safari in Kenya last year.