A KenGen engineer and his wife were murdered by unknown people at Likoni Shell beach area on Wednesday night.
Likoni police boss Benjamin Rotich said the two were tortured before being strangled in separate rooms in their home.
The engineer, 47, and his 27-year-old wife had their hands and legs tied and blindfolded before they were strangled by the attackers who then locked the rooms from outside.
Their three children - aged four, six, and nine - were not hurt and alerted locals and security agents on Thursday.
The officer said the criminals gained access to the house without breaking in and that they did not steal valuables apart from the couple's mobile phones.
"We are yet to establish their motive but its clear their intention was to kill the two," he said.
A senior officer who visited the scene said: "They died a painful death after being tortured."
A team of homicide detectives has lined up several people for interrogation
The bodies were taken to the mortuary at Coast Provincial General Hospital for postmortems.
The incident comes in the backdrop of runway crime in Likoni, perpetrated by gangs knife-wielding youth. But police said it was too early to link the couple's murders to the gangs.
At least four groups with more than 200 juvenile members are giving locals sleepless nights, despite police warnings and assurances that they have been contained.
The National Intelligence Service has warned that the gangsters will adversely affect the county's security.