Two people were killed on Wednesday in clashes between police and protesters in the Kenyan city of Kisimu.
Tear gas has also been fired in the capital, Nairobi, and the coastal city of Mombasa at those protesting over the high cost of living.
Several people were injured after being shot as police battled protesters.
Kenya has closed schools in the country’s two main cities as a three-day opposition protest kicked off with demonstrators confronting police.
Many businesses have remained shut over fears of looting, with people scared of getting caught in violent clashes.
Last week, at least 14 people died in protests – 10 were shot dead by police.
Human rights organisations have strongly criticised the police for what they call their excessive use of force last Wednesday. More than 50 children were admitted to hospital after tear gas was fired into their classroom in Nairobi.
The opposition called for a series of protests after tax hikes were introduced last month by the government of President William Ruto.
The police chief has said the protests are a threat to national security and has deployed riot officers across the country.
In some towns, including Nairobi and Nakuru in the Rift Valley, protesters have barricaded roads and been hurling stones at police.
Local media reported that five people were injured in Nakuru town in the Rift Valley region – with four sustaining gunshot wounds. Two others were shot and injured in Makueni in the east.
Earlier, three people were injured in such confrontations in Migori county in the west of the country.
Christine Wema, the director of Migori’s Oruba nursing home, told the BBC that two men had been brought into the facility with leg injuries, probably caused by rubber bullets used by the police
Another person had been admitted with breathing problems after a tear-gas canister was lobbed in his house, she said.
Rights groups and diplomats have expressed deep concerns about the situation in Kenya, urging the government and opposition to resolve their differences peacefully.
The two sides had agreed to hold talks earlier in the year, but the opposition said Mr Ruto’s team was not committed to resolving their complaints.
These include the soaring cost of living as well as the conduct of the elections last year, narrowly won by President Ruto, who promised to champion the interests of the poor.
However, since taking office, he has done little to tackle inflation and his government has raised taxes – doubling the VAT on fuel.
Tensions are likely to be fuelled further by reports in the local media that the security details for opposition leaders Raila Odinga and Kalonzo Musyoka were removed ahead of this week’s protests.
Security officers assigned to Ngina Kenyatta, widow of Kenya’s first president, have also been reportedly withdrawn. She is also the mother of ex-President Uhuru Kenyatta, who is an ally of Mr Odinga and who has been accused by the government of funding the protests.