The opposition protests are in their fourth week
Kenya's biggest donors and the UN on Tuesday warned against violence after three died as police suppressed opposition demonstrators demanding a change of leadership at the electoral commission ahead of next year's polls.
Police said two people died of gunshot wounds in the western town of Siaya on Monday, and one from a head injury after falling over while running from tear gas in Kisumu, also in the west. The opposition CORD party claimed several people were killed.
The opposition protests, in their fourth week, are organised by the CORD party and aimed at forcing a change of leadership at the country's Independent Electoral and Boundaries Commission (IEBC) ahead of polls due next year.
Riot police equipped with shields and batons used tear gas and water canon to disperse protesters who also tried to gather in the capital Nairobi and the port city of Mombasa.
"We are deeply concerned by the escalation of violence during the demonstrations," a joint statement by a dozen ambassadors read, including Britain, the European Union and United States. "The deaths and injuries of Kenyan citizens were tragic and unnecessary," they added.
Other ambassadors include those from Australia, Belgium, Canada, Denmark, France, Germany, the Netherlands, Norway and Sweden also signed the letter.
"We urge the government of Kenya to investigate the actions of the security services and to hold accountable anyone responsible for the use of excessive force," the statement read, adding that they "call on all demonstrators to act peacefully."
Speaking in Geneva, Rupert Colville, spokesman for the UN High Commissioner for Human Rights, said he was "very concerned by the increasing violence surrounding the weekly protests."
CORD leader Raila Odinga believes the commission is biased, blaming it for his defeat by President Uhuru Kenyatta in the 2013 vote.
Police said that prison wardens escorting criminals shot and injured five "rioters" who attacked their bus.
"We urge both the authorities and the protest organisers to cooperate in ensuring that peaceful protesters are protected from violent elements joining the demonstrations -- and it is vital the authorities do not overreact to the presence of such elements, thereby placing many other innocent protestors at risk of physical harm," Colville said.