It's thought the bodies could be two of the al Shabab militants who attacked the mall.
Their identities are not yet clear, but it seems that two AK 47 assault rifles were also found nearby.
At least 67 people died when the Westgate complex was stormed by militants nearly four weeks ago.
It's still not clear whether the attackers died at the scene, or somehow managed to escape.
(Photo courtesy of Getty Images)