In the deadliest attack, a grenade was reportedly thrown in a bus that had just arrived from Nairobi.
The other blast happened at a bar near a hotel in the Nyali beach area. There are no reports of casualties there.
Kenya has been hit by a spate of attacks blamed by the government on Somali Islamist militants.
The al-Qaeda-linked group al-Shabab has carried out several attacks in Kenya since 2011, when Kenya sent troops into Somalia to battle it.
No-one has yet claimed responsibility for Saturday's blasts.