Former US president Bill Clinton has paid tribute to the wife of the Australian architect killed in Kenya.

Tasmanian-born Ross Langdon and his wife Elif Yavuz were expecting their first child in just two weeks when they were gunned down by Islamist attackers at Nairobi's Westgate shopping centre at the weekend.

The Harvard-educated Ms Yavuz worked with the Clinton Foundation during her doctoral studies and recently rejoined the institution as a senior vaccines researcher based in Tanzania.

Mr Clinton, former US secretary of state Hillary Clinton and their daughter Chelsea say they were "shocked and terribly saddened" to learn of Ms Yavuz's death.

"Elif was brilliant, dedicated, and deeply admired by her colleagues, who will miss her terribly," they said in a statement.

"Elif devoted her life to helping others, particularly people in developing countries suffering from malaria and HIV/AIDS.

"On behalf of the entire Clinton Foundation, we send our heartfelt condolences and prayers to Elif's family and her many friends throughout the world."