Two Government agencies have initiated investigations into the killings by police of two suspected gang members in Eastleigh.
Officers from the homicide unit in the Directorate of Criminal Investigations (DCI), and those from the Independent Policing Oversight Authority have visited the scene of the shooting.
The DCI officers are said to have collected guns used in the shooting that was caught on camera on Friday.
They also sought statements from those who had allegedly been attacked and robbed.
IPOA said they would compile their report and hand it to the Director of Public Prosecutions.
IPOA Spokesman Dennis Oketch said they had dispatched a team to establish the circumstances under which the shooting happened.
Officials from Independent Medico Legal Unit too said they were investigating the incident.
Law Society of Kenya has called for action against the officers.