Al Shabaab militants have beheaded two policewomen in Somalia, prompting a policeman to kill five women linked to the group who were being held for a possible swap of captives, an official said.

The policeman killed the women - all wives of rebels from the Somali Islamist group - after discovering the dead bodies of his policewoman wife and her colleague, Tayeglow district commissioner Mohamed Abdallah told Reuters.

"We wanted to negotiate the release of the Somali policewomen but unfortunately they were beheaded," he said.

The policewomen's bodies were found in the morning after they were abducted from their houses by rebels overnight.

The government side wanted to exchange the five captive women for the two policewomen, said the district commissioner.

Neither the rebels nor the police were immediately available for comment. Tayeglow, which is controlled by the Somali government, is located in the southern region of Bakool.

The insurgents have been losing major Somali strongholds this year because of a military offensive by African Union and Somali troops, but have continued to stage hit-and-run bombings and shootings in Mogadishu and elsewhere in Somalia.