The three men, all with bullet wounds in the upper body, were seen lying on the road in Muthurwa, a city suburb where riot police armed with tear gas, water cannons and rifles clashed with stone throwing protesters, part of angry battles that lasted throughout the day.
Odinga won an unprecedented court victory overturning the result of the August 8 presidential poll, leading to a rerun last month that he then boycotted claiming it would not be free and fair.
Kenya’s Supreme Court is due to rule Monday on whether President Uhuru Kenyatta can be sworn in for a second term or if there must be another rerun.
The dispute over this year’s presidential vote has left the country deeply divided and protests between opposition supporters and police have become commonplace.
Human rights groups estimate that close to 50 people have been killed in election-related violence, the vast majority shot by police.
Odinga returned Friday from a 10-day trip to the United States where he visited think tanks and sought support for his contention that fresh elections must be held, supervised by an overhauled election board.
His National Super Alliance (NASA) coalition had called its supporters to a “Welcome Back Baba Convoy” — using a nickname for Odinga — to join the opposition leader on his way from the airport to a planned rally in the city centre.
But a heavy deployment of police blocked roads and broke up crowds surrounding the convoy, unleashing liberal amounts of tear gas, copious jets from water cannon trucks and firing shots.
The clashes caused chaos in the capital that continued late into the afternoon.
Following the rerun vote, NASA launched a “National Resistance Movement” aiming to use civil disobedience and boycotts to challenge what it considers to be Kenyatta’s illegal government.
Friday’s gathering of thousands of opposition supporters in Nairobi was the movement’s first show of strength since then, but fell short of the “million man march” promised by party leaders.
It also marked a heavier deployment of police than in the past, as they sought to block Odinga from holding a rally.
Eventually, Odinga managed to say a few words to cheering supporters from the sunroof of his car.
“Today is the day we are launching Kenya as a third republic,” he said, referring to independence from Britain in 1963 and the new constitution in 2010.
“What you have seen is a signal that a third liberation is coming soon,” Odinga said before driving away.