At least four people were shot on Thursday in violent clashes at the Namanga border post.
Two Tanzanians were killed, while two Kenyans suffered critical gunshot wounds.
The victims were part of a large crowd attempting to cross into Tanzania to join protests over alleged unfair elections.
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Witnesses say the group stormed the border, sparking tense confrontations with security officers.
The two Kenyan victims were shot in the abdomen and rushed to Kajiado County Referral Hospital for emergency treatment.
Kajiado County Commander Alex Shikondi confirmed the deaths, noting the two Tanzanians aged 27 and 28 were shot by Tanzanian border officers.
He added that shots were fired “in frenzy” from the Tanzanian side as protesters hurled stones at police.
Tension began early Thursday when Tanzanian demonstrators reportedly overpowered officers at the border and crossed into Kenya.
Once on Kenyan soil, they continued protesting — joined by Kenyan supporters.
Videos circulating online showed crowds marching along the highway linking both countries, chanting and lighting bonfires. Riot police were deployed as chaos escalated.
Interior Principal Secretary Raymond Omollo urged Kenyans not to cross the border to join the unrest.
He warned that participating in foreign protests is illegal and urged citizens to respect Kenya’s public order laws.