The incident occurred on Tuesday night after the officers shut down the Kamorwon police post in a western region of Kenya and went in search of a TV screen.
As they watched two matches - Manchester United against Barcelona and Juventus against Ajax - on TV at a nearby shopping mall, thieves raided the post and escaped with three rifles and ammunition, according to a police report seen by Reuters.
Other officers were "being mobilized to swing into action" to recover the firearms, the report said. It was not immediately known whether the absent-without-leave officers were disciplined.
European football, particularly the English Premier League, is highly popular in Kenya and across the African continent.
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(Editing by Hereward Holland and Mark Heinrich)
