Five people died on Friday as Nasa supporters welcomed Raila Odinga in a march that turned chaotic.
There was a security scare on Friday, November 17 when the vehicle carrying opposition chief Raila Odinga was hit by a tear gas cannister.
Police fired live rounds and tear gas to prevent Odinga's convoy from making its way to Nairobi's main park so he could address supporters.
"The indiscriminate use of live ammunition is totally unacceptable".
Helmeted police used teargas, water cannon and live fire to disperse stone-throwing protesters during repeated clashes along streets which the opposition motorcade passed.
According to the police spokesman, two were stoned along Landhies Road, two next to the country bus station while one was stoned along Racecourse Road.
Police said the incidences took place before officers arrived at the various scenes, adding that the deaths were being investigated.
Police warned earlier this week they would not allow a ceremony to welcome Odinga back from speaking engagements overseas.
"The supporters had tried to make their way to the city centre anticipating that address from Odinga".
Odinga, who returned from a trip to the United States, has called for a "National Resistance Movement" to protest against the outcome of a repeat presidential election last month, which saw President Uhuru Kenyatta win a second, five-year term. Opposition legislators had urged supporters come out "more than 1 million strong".