Authorities said an unknown number of students had also been injured.
The blaze broke out around 1 am at the Utumishi Girls' Academy Senior School in the Gilgil area.
The cause of the fire was not immediately known.
"It is a distressing and saddening situation," county police official Masoud Mwinyi said addressing distraught parents outside the school, according to media reports.
Firefighters and police officers were deployed to control the blaze and evacuate other students, radio station Capital FM reported. Authorities said the fire has been contained.
History of school fires
School fires are relatively common in Kenya where electrical faults and arson have contributed to past tragedies.
In 2001, 67 students died in a dormitory fire in Machakos County
In 2017, 10 students died in a school fire in the capital Nairobi for which one student was charged with murder
In 2024, 21 students burned to death in a school fire in central Kenya