Protesters and police clashed at the Odeon Cinema along Tom Mboya Street in Nairobi on Tuesday.
In an attempt to disperse the protesters, police deployed teargas canisters despite a recent High Court ruling prohibiting the use of excessive force during demonstrations.
The protesters had lit a vehicle tire and used stones to block the road, making it impassable.
The situation quickly escalated, leading to running battles between the demonstrators and law enforcement, causing significant disruption in the area.
The protesters were heard saying the road shall remain impassible until their demands are met.
Ahead of the Tuesday protests, dozens of anti-riot police were deployed to various towns.
Police headquarters said they had taken precautions to stop any form of violence that may occur.
The military has been deployed on critical infrastructure across the country to help police in case of any chaos.
Among others, the military is reinforcing police and prison officials at various prison facilities.
They will not be involved in controlling protests, officials said.
The organizers of the protests have maintained they are peaceful and they will be out to mourn those killed and push for better governance.
At least 39 people have been killed in anti-finance bill protests in the country.
The dead are from Nairobi (17), Nakuru (3), Laikipia (1), Narok (1), Kajiado (3), Uasin Gishu (4), Kakamega (1), Kisumu (2), Kisii (1), Mombasa (3), Siaya (1), Kiambu (1) and Nandi (1).