Kilimani police boss Muturi Mbogo had however said no fatalities were reported during the Monday chaos.
One of the victims was shot dead in Kibera Lindi at around 7 pm, according to his brother Harmaton Magero.
Magero told police that while at home, he received a call from his brother’s neighbor that he had been shot by an unknown person.
The body was found lying near Kisembo Health Centre.
The deceased had been shot in the back and the bullet exited on the chest.
Police said another middle-aged man was also within Kibera’s Lindi area by unknown gunmen.
He was rushed to Kenyatta National Hospital but succumbed to the injuries the following day, Tuesday.
Fataz Abdulla said his younger brother was at home when he was he was shot.
He had been shot in the right thigh and died while undergoing treatment, police said.
A female waiter was shot and injured in a hotel along Juja Road in Nairobi in confrontations between police and protesters.
She was hit by a stray bullet, police said.
Azimio La Umoja coalition has accused police of being behind the fatal shootings.
On Monday, a section of a mosque in Kibra was burnt down amid claims of sponsored thuggery.
Another group, in apparent retaliation, raided the PCEA church in the area and set it on fire.
As a result, several other stalls near both the mosque and church were also razed down.
