Gunfire and explosions were heard at the complex and a cloud of smoke could be seen billowing from the building.
Television pictures showed troops running towards the complex. About 10 attackers were thought to be inside.
More than 69 people have died and more than 170 have been injured since the attack began on Saturday.
The Somali al-Shabab movement has said it carried out the attack.
It said it was in retaliation for Kenyan military operations in Somalia.
