A Kenyan soldier was executed by the Islamist rebel group al-Shabaab in Somalia late Thursday, the group said in a statement, threatening to kill five other Kenyan hostages.

Jonathan Kongogo was executed by al-Shabaab members because the Kenyan government failed to meet earlier demands by the group to release several Muslim prisoners.

The al-Qaeda-affiliated radical group said that while it had tried to negotiate with Kenya on the fate of hostages, Nairobi "did not take our previous announcement seriously" and ignored the February 14 deadline.

The militants said five other Kenyan hostages "would be executed within 72 hours" unless their demands were met.

Kenyan troops went into Somalia in 2011 to fight al-Shabaab, who it blames for a spate of kidnappings in its territory.

Al-Shabaab has been waging an insurgency against the Somali government since 2007, but they have ceded ground to African Union troops -including Kenyan soldiers - who have secured key regions for the Horn of Africa nation's government.

Somali government forces backed by African Union troops have captured several towns south of the capital Mogadishu from the rebels on Thursday.

The rebels were ousted from the capital in August 2011, but have since managed to stage bombings against civilian and government targets in the city, killing dozens.

In January, the insurgents executed a French spy held hostage since 2009 to avenge a botched rescue operation aimed at his rescue.