"The four are believed to have crossed together by land into Kenya in June" from Somalia, the official who is familiar with ongoing investigations said, adding that the gunmen then based themselves in Nairobi's largely ethnic-Somali district of Eastleigh.
They then spent time training in a popular gym in the busy district, known as 'Little Mogadishu', as they prepared for the September 21 operation. The attack saw them storm the crowded Westgate complex, firing from the hip and hurling grenades at shoppers and staff.
"We are confident that there were only four attackers," the Western official said, dismissing initial reports that over a dozen gunmen may have been involved in the four-day seige in which at least 67 died, and adding that all attackers were believed to have been killed.
Somalia's al Qaeda-linked Shebab claimed the attack, saying it was a warning to Kenya to pull its troops out of southern Somalia, where they are fighting the extremists as part of an African Union force.
The Red Cross say that at least 20 more people are still missing, with Western officials suggesting as many as 94 could have died in total in the attack, with some victims still potentially remaining under tons of rubble after part of the mall's roof collapsed at the end of the raid.
All four attackers were ethnic Somalis - and believed to come from Somalia - with two of the attackers named as Mohammed Abdinur Said and Hassan Abdi Dhuhulow, a 23-year old Somali who spent several years in Norway.
Detectives believe they have identified all four gunmen, but so far only the two names have been released.
All four are understood to have trained together in Somalia.
Interpol and the FBI are assisting Kenya in trying to identify four charred bodies recovered from the ruins and suspected to be the gunmen.
Two months since the massacre, detectives continue to piece together funding and support networks for the attack, which was well planned and organised.
Four men, all ethnic Somalis, have also been charged with helping the attackers, all pleading not guilty. Their trial is slated to begin on January 15.
Despite witness reports, there is no evidence of a female attacker. At the time, there was widespread speculation of the involvement of a British woman dubbed the "White Widow", 29-year old Muslim convert Samantha Lewthwaite.
"We have at present no evidence that Samantha Lewthwaite was involved either in the attack or in the support network in planning," the official added.
The gunmen coldly executed scores of people, with witnesses recounting how in some cases they called out to those wounded, then finished them off at close range.
But investigators who have seen security camera footage, as well as bodies at the morgue, say there was no evidence to support speculation at the time of the siege that some of the victims were tortured before being killed.
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