"I can confirm that Hersi is not in our hands at this moment," Ibrahim Adan, commissioner for the El Wak district, where the top militant was being held, told The Anadolu Agency on Tuesday.
"He has been taken by the Kenyan army and airlifted to Kenya," he confirmed.
Adan, who also sits on the district's security committee, said Hersi was accompanied by some Somali army officers.
Hersi, Al-Shabaab's intelligence chief, had been placed on Washington's wanted list with a $3-million bounty on his head.
He was reportedly arrested from his hideout near El Wak following a tip-off to the regional authorities.
A military source in Kenya has confirmed that Hersi was being held at a military facility in the northeastern city of Wajir after being airlifted from Somalia.
It is not immediately clear whether the senior Al-Shabaab leader will be taken to capital Nairobi.
Kenya believes that an Al-Shabaab brigade responsible for much of the killing recently seen in the country is based in the Gedo region's El Wak district.