The deceased had left an entertainment joint in Westlands.
A middle aged woman drowned in the Hilton Hotel swimming pool in Nairobi on Thursday morning.
Nairobi Central OCPD Paul Wanjama said the deceased had left an entertainment joint in Westlands together with her friend and a pilot with EgyptAir when she decided to swim before going to sleep.
Police retrieved the body and took it to a city mortuary.
Mr Wanjama said the three had been at a club in Westlands the whole night.