Azimio chairperson Wycliffe Oparanya's car was on Wednesday damaged as party supporters answered calls to hold protests in Busia.
Oparanya claimed, without proof, that police officers who had been deployed for crowd control shot at his car after they gave chase.
"You can see they aimed at my car and at that time there was no demonstration at all. We were going to Mheshimiwa's house for some tea and then we were to appear in town later," Oparanya told the media.
He was in the company of Funyula MP Wilberforce Mudenyo.
"Then they just started chasing us and they shot at the car and they have caused a lot of damage, they threw teargas at my car and we were not demonstrating at all," he added.
Separate videos shared online, however, showed protesters pelting vehicles believed to had been carrying Azimio leaders with stones.
Azimio leaders had adopted a new strategy for Wednesday's demonstrations where his co-principals led protests in their regions.
He first adopted the strategy during the Saba Saba protests on July 7, catching security apparatus off guard.
Oparanya condemned the incident saying other Kenyans who were going about their daily chores were equally beaten by police.
"This is home. I'm at home and I'm being chased like a rabbit; this is unfair. This is very unfair that the public who are doing their own things are beaten by police and told to go home," he said.
He said those who were walking in town were peaceful and were not carrying anything that would have prompted police to charge at them.
"They didn't have any stones, they were not armed but they were being beaten."
Azimio leader Raila Odinga on Wednesday cancelled his planned Kamukunji rally over insecurity concerns.
He addressed the media at Jaramogi Oginga Odinga Foundation in Upper Hill saying the decision was arrived at after they received intelligence that police planned to use live bullets during the rally.
"Yesterday night, we received intelligence of a very heinous plan by Kenyan Kwanza to ferry goons who would attack peaceful attendees of our rally in Kamukunji. These goons had express order to shoot directly to the crowd while enjoying police protection," Raila said.