Kodia's family said the officers demanded to see the bishop.
As police camped outside Kodia's home in Kisumu, it later turned out that the bishop was in Nairobi, some 350 kilometres away.
Speaking to The Standard in Nairobi, Kodia said his family had been informed that he was being sought for allegedly taking part in money laundering.
"I have never received any court order that allows police to come to my place. I am not a criminal that can be arrested without a court order," said Kodia.
"The police officers, who went to my place in Kisumu, said they were sent by one Farouk. I don't know who this Farouk is, I have never met him and I don't know how important he is. I am a very small person; you don't have to carry guns to come and arrest me. You simply send me a note, and I will take myself to the nearest police station.
"When they interrogated my family, they said I am involved in money-laundering. Surely, they need to have a better lie. I don't understand why this people came to my home.