Two people were killed in cold blood in Longonot village, Kipkorgot, on the outskirts of Eldoret town.
They were returning home after watching a football match on Wednesday morning when they were attacked.
According to police, the victims, identified as Richard Kessio and Matthew Kimutai, were killed at around 2am as they headed home after watching a game between Arsenal and Chelsea.
Their bodies were found dumped by the roadside on the Eldoret-Ravine highway, at dawn.
Angry residents protested against the killing, saying it was not the first incident to have happened in the area. They threatened to form their own vigilante group should police fail to act.
Clinton Munai, a resident, said insecurity has been on the rise despite the presence of an Administration Police camp in the area.
The residents criticised the manner in which the police hurriedly took away the bodies from the scene. They claimed the police did not question anyone to help with the investigations.
Eldoret East OCPD Richard Omanga said the two might have been killed by use of blunt objects, adding that some blood-stained rocks were found at the scene.
Kessio won the Barbados Marathon between 2010 and 2011; the Half Marathon 2012, 2013 and 2014 and the 10km race in 2011.