Bodies of the children aged between two and 10 were discovered in their house by neighbours at about 11am.
The witnesses said the killings appeared to stem from a dispute between the parents.
“If a person wrongs you, you should not vent your anger on your children. There is nothing that they have done to you,” one of them lamented.
Speaking to reporters on the scene after the incident which left them in shock, they said that the couple had a prolonged quarrel the day before and may have killed the children in rage.
They said the couple was reserved and described the incident as unexpected.
“If those people had been here, there was no way that we were going to let them go away. We would have given them a beating of their lives. If you do not want children, it is better to send them out to the streets or even to give them up for adoption,” another said.
According to police, one of the children had stab wounds while the rest are believed to have been poisoned.
Police have launched a manhunt for the couple.
“In the morning today at around 11am, the neighbours noticed that the children were not playing as usual and the door was shut so they became suspicious. As they were trying to peep in to see what was going on, the door opened and the saw the five children lying on the bed,” said Kasarani Police boss Joseph Gichangi.
“One had a stab wound on the abdomen while the others had no injuries. We are yet to establish the motive behind the incident,” he said.
The children included three boys and two girls.
Police said they will work closely with relatives and neighbours in locating the runaway parents.