There is no reliable source of which I'm aware of Barak Obama stating he was born in Kenya. However, Obama's literary agents, Dystel & Goderich Literary Management company, in his official client biography, was touting that he was born in Kenya as early as 1991. It was still reporting that Obama was born in Kenya as late as 2008.
I have no doubt he was aware of this and found some literary value in representing himself as foreign-born. However, the fact that he did not address this possible oversight until his campaign was in full-swing leaves a lot of unanswered questions.
Did he deliberately misrepresent himself before the election? Did he misrepresent himself after the election? Only one of those can be true.