Lynsey Khatau, 23, who divides her time between Pontllanfraith in South Wales and the Kenyan city, was shopping with husband Max and Caiz, aged four.
She said she began to think something was wrong when the lights went off but did not come back on as they usually do during regular power cuts.
“The first thing that happened was that a grenade went off under a car or something outside – that was the first thing that we heard,” she said. “Then there was shooting, maybe 20 rounds, in less than a minute. We came out – I just ran, we just ran out.
“They were already inside the mall and we just ran. They were already shooting inside. It was really horrific. My son is really traumatised. We were going to die – that was the only thing I was thinking, we’re going to die.”
Her mother, Sue Mathias, said her daughter told her she had been on the bottom floor of Westgate shopping centre when the attack began and hid in a small office before escaping.
Ms Mathias added: “They haven’t slept, they haven’t wept. I just need them home so I know I can look after them.”