An opposition leader says a businessman who was critical of President Uhuru Kenyatta's government was shot dead as he drove home.

Former Prime Minister Raila Odinga on Friday suggested the killing of Jacob Juma on Thursday night was an assassination and blamed it on the security forces.

This is a challenge to those who are running the country we tell them that you can kill as many as you like but ultimately the people will resist, Odinga said.

Juma had linked high ranking government officials to corruption scandals. He had said that he feared his life was in danger.

Police spokesman Charles Owino says he doesn't know if Juma reported any death threats.

Kenya has a long history of politically linked murders that have never been solved.