Azimio leader Raila Odinga has arrived at Kamukunji grounds ahead of the planned rally.
Raila jetted back into the country from Poland on Tuesday.
He is expected to unveil his next cause of action amid fears that his past steps have failed to subdue President William Ruto.
The Azimio boss has always addressed supporters at the grounds every time he has returned from a foreign trip since President Ruto was sworn into office.
Nairobi police boss Adamson Bungei said the coalition is free to hold their consultative meeting in Nairobi.
Bungei said the police had made arrangements to ensure the meeting is peaceful and successful.
The rally comes at the backdrop of major losses by Raila including in Parliament where his troops failed to muster the numbers to stop President Ruto's agenda.
Raila's troops failed to stop the passage of the Finance Bill 2023, halt the process for the recruitment of electoral commissioners and have his way in forcing by-elections for rebel MPs.
Some of the leaders present at the rally are Narc Kenya Party leader Martha Karua, Former Defence Cabinet Secretary Eugine Wamalwa, Embakasi East MP Babu Owino and other leaders.