Odinga is in the company of Wiper Party leader Kalonzo Musyoka, NARC Kenya leader Martha Karua, Eugene Wamalwa, and Roots Party Leader George Wajackoya among other leaders.
The leaders first paid respect to the victims whose caskets were laid in line for public viewing.
On Thursday, August 10, Odinga called for the prayers saying that leaders would use the event to seek the arrest of police officers involved in the killings and ask the International Criminal Court (ICC) to look into allegations of "crimes against humanity".
"Leaders will use this occasion to condemn the Police Service and demand that individual officers who were involved in the killings be held accountable."