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The Dunedin man, who has two young daughters, has pulled the pin 10 months into a two year contract, AFP reported.
"It is a very difficult decision we as a family have had to make but sadly we have been directly and indirectly affected by a number of security-related incidents in recent weeks and my family has to come first,'' Hesson said.
His wife Kate and and daughters Holly (4) and Charlie (1) would return to New Zealandas soon as possible but he would stay as coach for a series against Namibia next month.
The family has been living in a gated community for security reasons.
Kenya has been plagued by tourist kidnappings the al Qaeda-linked al Shabaab terrorist group who are based in neighbouring Somalia.
Hesson coached Otago for six years and his record ranked him as the most successful Otago coach since Ray Hunt nearly 40 years ago.