The three are said to have been part of a rowdy group that stormed a police station with crude weapons.
Two others sustained gun shot injuries and were rushed to Bondo Sub-county hospital.
The police say that the people wanted to loot but witnesses say that they were felled while in the police station.
A 73 year old woman and two others were shot during the protests in Migori.
Police have dispersed Nairobi protesters who led by the Siaya Senator James Orengo tried accessing the central business district.
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