Police have been forced to lob teargas canisters at protesting youths in Kibra as they battled demonstrators.
The officers had briefly engaged the youths trying to ask them to move away but faced a barrage of stones before responding.
Kibra is the heartland of Azimio la Umoja Coalition's support in Nairobi City and usually experiences massive protests.
"Don't shoot at us we are doing peaceful protests and we are not armed," one of the protesters was heard telling a police commander near the Olympic area.
Just before the office could respond, a hail of stones followed, forcing the officers in anti-riot gear to throw teargas canisters at the youths.
They are blocking the youths from assembling in the area.
Police had on Tuesday evening declared the protests illegal and asked Kenyans to go about their daily businesses unperturbed.
Earlier, there was no police presence in Kibra as youths lit bonfires on the roads on the day Azimio countrywide protests got underway.
The popular Toi Market at the heart of the populous slum and which is usually teaming with activity had been shut with no business going on.
Some groups of youth were present at the market saying they were protecting the businesses at Toi market.
Azimio is expected to hold a rally at Joseph Kang'ethe grounds in Kibra on Wednesday.