Demonstrators are accusing the commission of pro-government bias and are calling for its members to resign before next August's elections.
In the city of Kisumu in Western Kenya, tyres are burning in the street.
Trees have also been set alight in what demonstrators have dubbed a "day of rage."
This part of the country is an opposition stronghold, and has seen some of the worst violence in weekly protests against what demonstrators and opposition leaders say is a biased electoral commission.
Pamela Mulamba is one of those calling for members of the Independent Electoral and Boundaries Commission, or IEBC, to stand aside.
She was protesting at a peaceful rally in Nairobi, led by opposition leader and former Prime Minister Raila Odinga.
"The reason we want IEBC to go is IEBC stole the election, they rigged the elections. So why should we stay with this same IEBC until 2017, for them to conduct the same mistake they did and for us to have this government that has been oppressing us every now and then?"
As the crowd marched towards the offices of the electoral commission in Kisumu, witnesses say police used tear gas, before opening fire with live ammunition.
A spokesman for President Uhuru Kenyatta said those shot had been looting supermarkets.
It's not the first time such protests have turned deadly.
Three people were killed in clashes in the region in May, with officers claiming they were acting in self-defence.
On Sunday, Nairobi's police chief warned opposition supporters not to take part in the protest in the capital, if they valued their lives.
The next day, a judge overruled a court decision making the planned protests illegal.
Dennis Onyango is a spokesman for opposition leader Raila Odinga.
Speaking to Aljazeera, he said police are to blame for the violence.
"Well, violence is not inevitable. Those people have been shot down by police, they've been shot dead by police. they've not been stoned by fellow protesters. They've been shot by police, who ought to have been protecting them in their demonstration, that's what the law says."
On Friday, President Uhuru Kenyatta reiterated his call for the protests to end, saying the parliament's legal committee was ready to start hearing public views on how to reform the electoral authority.
The main opposition leaders have threatened to boycott elections due to take place next August, if it isn't.
Cyprian Awiti is a member of the opposition.
"We feel very strongly that the mood in this country is very clear and loud that the present IEBC is not the body that can be able to oversee successful elections in this country. Secondly, this mood alone, even if the results are true and correct, if the same IEBC announces it, it will not be accepted by anybody."
The results of the 2013 election were disputed after the commission's electronic vote results transmission system collapsed.
About 1,200 people were killed and 600,000 fled their their homes, when ethnic violence erupted in the wake of the 2007 elections.
There are fears next year's election could lead to a repeat of that violence.
Abdullahi Boru Halakhe is a Horn of Africa Security Analyst.
He was speaking to Aljazeera.
"If left unchecked. If left deescalated, this is essentially what we are headed to. Because what is required at this moment is a level-headedness and statesmanship from both the opposition and the ruling coalition, in order for us to avoid any situation like that because the police brutality and the state repression has got a rich history that has [been] demonstrated over the years during the elections."
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