NAIROBI- Somalia's hardline al Shabaab rebels threatened on Thursday to attack neighbouring Kenya following a crackdown on Somalis in the capital Nairobi, according to a recording posted on an al Shabaab Web site.

Islamist al Shabaab have threatened to attack Kenya before, although anger has been rising over the past week among the Somali community after Kenyan security forces detained hundreds of Somalis living in a Nairobi suburb.

Renewed fears over al Shabaab's links with Yemen and an attack on the home of a Danish cartoonist by an axe-wielding man with reported ties to the insurgents have focussed attention on the militant group.

God willing we will arrive in Nairobi, we will enter Nairobi, God willing we will enter ... when we arrive we will hit, hit until we kill, weapons we have, praise be to God, they are enough, men chanted in a recording nearly seven minutes long.

They chanted in Swahili and another man spoke in Arabic.

The Kenyan police crackdown followed a violent protest in Nairobi against the detention of Jamaican Muslim cleric Sheikh Abdullah al-Faisal, who was jailed in Britain for urging his audiences to kill Jews, Hindus and Westerners.

The Web site said the message had been composed by militants annoyed by Kenya's decision to deport the cleric and the deaths of protesters last Friday. At least two people died during nearly nine hours of mayhem in the heart of the capital.

Many of the marchers were Somalis and some waved a black flag identified with al Shabaab, a group seen by Washington as al Qaeda's proxy in the Horn of Africa nation.

A Kenyan lawyer told the High Court on Thursday that Faisal was no longer under Kenyan jurisdiction. He produced a copy of an exit stamp in his passport and the immigration departure form showing he was leaving for Jamaica aboard a Gulfstream jet.

Government spokesman Alfred Mutua later confirmed that Faisal had left the country on Thursday.

Al Shabaab has threatened attacks on Kenya and Ethiopia before -- as well as Uganda and Burundi because they have peacekeeping troops in Somalia -- but has yet to follow through.

Kenya was hit by al Qaeda-linked strikes in 1998 and 2002 and there were security alerts warning of possible attacks on upmarket shopping malls in the capital by Somalis last year.

Reclusive al Shabaab leader Ahmed Abdi Godane -- also known as Sheik Mukhtar Abdirahman Abu Zubeyr -- was introduced on the recording by the men chanting. He is believed to be in close contact with senior foreign members of al Shabaab.

The man they introduced called on Muslims in several sub-Saharan African nations to wage jihad, or holy war, against infidels and to destroy their interests around the world.

Our brothers in Kenya, Tanzania, Nigeria, Uganda and Chad, you have a chance to join the jihad in the name of Allah. Don't you know whoever does not join the jihad today, will never join? the man said in Arabic.

If we live on or die, we are between two victories.

(Additional reporting by Njuwa Maina and Sahra Abdi; writing by David Clarke; editing by Giles Elgood)