The four were shot and wounded as police battled demonstrators in Kondele slum while the officer was hit by a stone hurled by the protestors near the Nyanza Provincial General Hospital, our correspondent said.
The chaos broke out soon after Kwega was shot and killed by suspected gangsters on Monday morning as he drove in the town accompanied by his wife.
The demonstrators threatened to torch Kondele Police Station, as anger simmered over increased cases of insecurity in the lakeside city, forcing anti-riot officers to intervene.
Police said Kwega, who was the Kisumu Town West ODM chairman and aspiring politician, was ambushed by gunmen while driving near a suburb known as Moscow.
He was shot in the head and later succumbed to injuries while undergoing treatment in hospital.
His wife sustained a gunshot wound and was still undergoing treatment at the Aga Khan Hospital in Kisumu on Monday evening, according to police.
On Saturday, a doctor was also attacked and clobbered to death by thugs in the town.