Kenyan troops invaded southern Somalia to attack Shabab bases two years ago, joining forces with a Somali militia warlord and wresting the key port of Kismayo from the extremists.
Kenyan troops later joined the 17,700-strong African Union force deployed in Somalia.
"We will make them suffer what we suffer in southern Somalia, we are giving a warning to the Kenyan government and to all those who support it," Rage added.
Shabab fighters stormed the crowded Nairobi mall midday on Saturday, tossing grenades, firing automatic weapons and sending panicked shoppers fleeing.
At least 65 shoppers, staff and soldiers have been killed and close to 200 wounded in the siege, but concerns are high that the toll may rise, with the Shabab boasting about "countless number of dead bodies still scattered inside the mall".