Governor Hassan Joho, MPs Rashid Bedzimba and Abdulswamad Shariff detained at Urban Police Station in Mombasa under unclear circumstances.
Police Officers say they had been given orders from above to arrest the leaders and deny them bail.
"The decision to arrest them and deny them bail is still a misery," said Governor Joho's lawyer Mohammed Balala.
This happens just a day after Governor Joho kicked out bodyguards who had been assigned to him by the government.
READ MORE
Ruto orders security firms to pay minimum wage, warns of crackdown
Crackdown on illegal guards drives shift to tech-led security
