Those killed include a middle-aged man and a 12-year-old girl who was caught up in the melee as police battled it out with the protesters who were demonstrating against killings of two other people on Tuesday.
According to witness accounts, the two were killed when police officers deployed to quell the riots opened fire on angry residents who had threatened to torch an Administration Police camp.
APs from the camp are alleged to have killed the two watchmen during a robbery that occurred at Bumula trading centre.
In the subsequent killings, the young girl died on the spot while the middle-aged man was pronounced dead while undergoing treatment at a nearby hospital.
A local county assembly member, Josephat Wandera condemned the killings of the watchmen and subsequent deaths of the two in what is likely to draw widespread condemnation given the accusations leveled on APs about extra-judicial killings in the country.
Five AP officers are already facing charges at a Nairobi court on accusations of murdering a city lawyer, Willie Kimani, his client and a taxi driver whose bodies were found dumped in Oldonyo Sabuk River after abduction in Mlolongo.