"There was a person who was driving and an elderly lady who took too long to get out of the vehicle and the gangsters shot them and threw them out," a police spokesperson said.
"The two were confirmed dead on arrival at the hospital."
The shootings took place in Kinoo, a western suburb of Nairobi on the road to resort towns such as Naivasha.
Jennifer Barnes, a spokeswoman at the US Embassy in Nairobi, said she could not comment due to privacy concerns. Police withheld the women's names until next of kin could be notified.'Nairobbery'
Carjackings are common in the Kenyan capital, nicknamed "Nairobbery" by its residents, but they are far more likely to happen at night.
The attack was the fourth in less than a year on diplomats or their families in Kenya and the second involving the US diplomatic community.
In September, a US embassy official was shot in the chest, while a month earlier the Russian ambassador was stabbed while on the roadside attending to a sick grandchild. A Danish diplomat's eye was gouged out in another attack.