Mr Odinga is boycotting Thursday's presidential election re-run, saying it will not be free and fair.
The Supreme Court annulled the August 8 presidential poll on 1 September, citing irregularities.
He's demanding electoral commission reforms, including the sacking of key officials.
Similar calls were made by foreign envoys led by US Ambassador Robert Godec on Monday.
"Our constitution grants us the right to protest, and we will continue doing so peacefully despite being met with violence and intimidation each time".
Last week, a senior electoral commission official fled to the United States amid death threats.
Odinga had asked supporters not to participate in the repeat election because he said more reforms to the electoral commission were needed after the Supreme Court annulled an August 8 vote because of what it described as irregularities and illegalities.
In this respect, they call on all stakeholders to cooperate with the Independent Electoral and Boundaries Commission (IEBC), as the constitutionally-mandated body to conduct the election.
The Kenyan shilling dropped to 103.75/85 per dollar on Monday, its lowest level since mid-August, mainly due to concerns about potential violence during a repeat presidential scheduled for October 26, traders said.
Twenty western envoys based in Kenya led by the United States ambassador to Kenya, Robert Godec, on Monday warned that the deteriorating political environment in Kenya is undermining preparations for the new presidential election slated for Thursday.The envoys warned that inflammatory rhetoric, attacks on institutions especially the Independent Electoral Boundaries Commission (IEBC), and growing insecurity all make holding a credible and fair poll more hard.
The US insists that NASA presidential candidate Raila Odinga and his running mate Kalonzo Musyoka should not have withdrawn from the October 26 repeat presidential poll.
However, in an earlier address to the nation last week, IEBC Chairman Wafula Chebukati referred to infighting in the commission and told Kenyans that he could not guarantee credible election come October 26.
U.N. Secretary-General Antonio Guterres and Moussa Faki Mahamat, chair of the African Union Commission, said Sunday that political factions should refrain from violence and that Kenyan security forces should also act with restraint.