Police have arrested Kilifi South MP Ken Chonga and Kilifi Speaker Teddy Mwambire.
The duo was arrested on Wednesday in Mtwapa.
But they were not the only ones arrested.
A staff at the Kilifi Senators's office, Patrick Chiro was also arrested.
One staff from Chonga's office, Victor Katana, was also arrested.
The two are among leaders other leaders who had gathered in Mtwapa to address residents before the kick-off of the protests.
Speaking at the Kilifi police station, Chonga said he does not know why he was arrested because the protest had not even started.
"We had assembled in Mtwapa and the area subcounty police commander came to talk to us. The county commander later came and asked us to disperse," he said.
"We pleaded with them to stay there as we address the residents but they insisted we should disperse. They arrested us."
The MP said the arrest is an affront to the rule of law.
"It is the people who are affected. We wanted to address them but we were not given the chance" he said.
Mwambire said they are yet to know the crime they committed.
He said they planned to walk peacefully to the deputy county commissioner's office to deliver a petition over the high cost of living.
"We were arrested in Mtwapa and brought here. We have not been told anything," Mwambire said.
Kilifi North subcounty police commander Kenneth Maina said the county commander Fatuma Hadi would address the media later on.