The 65-year-old woman began showing symptoms 10 days ago and began receiving supportive care at an infectious disease unit in the capital, Nairobi.
Kenya's health ministry said medical personnel "did everything possible to save her life," but she died on Friday evening.
Her family was notified, and the ministry said it would arrange a safe burial in consultation with relatives.
Seven others with Ebola were receiving treatment at two isolation facilities. No new infections were reported.
Kenya announced its first ever Ebola case on October 6 after a 40-year-old Kenyan man who was living in Congo travelled to Kenya via Uganda, arriving on October 3. He was driven by a relative to Nairobi Hospital, where he tested positive for Ebola on October 5 and died the same day.
Kenya authorities have identified some 135 contacts of the first patient, placing 118 in quarantine. Eight tested positive while in quarantine, including four health workers and four close family members.
The health ministry said some contacts who completed the 21-day quarantine period without developing symptoms would be released starting on Saturday.
In Nigeria, authorities were yet to verify how the country's first Ebola patient contracted the disease. A woman tested positive for the virus upon her return to Nigeria's capital of Abuja from Uganda.
The woman - married to a Swiss diplomat in Nigeria - did not visit Congo and "is believed to have contracted the virus whilst travelling to Uganda," Switzerland's Federal Department of Foreign Affairs told The Associated Press.
Her husband has not shown any symptoms and remains in isolation, the FDFA added.
Ebola is highly contagious and spreads through direct contact with the bodily fluids of an infected person, including blood and vomit, or through contact with contaminated materials and surfaces, such as bedding and clothing. Congo is experiencing its deadliest outbreak, with at least 4000 deaths since May.
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