Kenyan soldiers called in to deal with the terrorist attack at the Westgate centre were caught on camera looting shops while their military operation was ongoing.

CCTV footage showed security forces walking out of the upmarket shopping centre holding white plastic bags laden with items.

In the video, captured on security cameras at the entrance to the Nakumatt supermarket inside the mall, soldiers are seen roaming around the counters and lifting goods before walking away, passing a blood-spattered floor.

The al-Qaida-linked militant group al-Shabaab claimed responsibility for the four-day siege, claiming it was in retaliation to the Kenyan government's involvement in an African Union military operation to oust the terrorists from Somalia.

When the attack was over shop owners complained their stores had been looted, saying they found cash registers emptied while some alcohol stocks had been plundered and dozens of mobile phones had gone missing.

An initial probe into the looting allegations cleared troops of any wrongdoing. Authorities said they are now investigating the video footage as well as the attack itself.

Three floors of the four-story building collapsed during the rescue operation. Security officials have said they had to blow up part of the roof to get inside.

"We continue to dig through the rubble at Westgate," Interior Minister Joseph Ole Lenku said. "We are determined to bring this chapter to a close by identifying the terrorists responsible for the attack, including those who planned it."

Lenku said investigators have retrieved another body believed to be that of one of the attackers.

The minister said it is the fourth body that "we know from CCTV footage to be that of a terrorist. DNA and other investigations will confirm their identities."

It is still not clear how many attackers took part in the siege but initial estimates of 15 gunmen have been written down to between four and six.