Bomb squad officials have been deployed at Wiper party leader's Karen home to investigate a device that was thrown into his compound.
Karen OCPD Cunningham Suiyanka said an object that looked like a grenade was hurled into Kalonzo Musyoka's home around 2am Wednesday.
No one was injured, officials said.
A security guard said unknown people in two vehicles drove by the home, opened fire and hurled a device into the compound.
On Tuesday, Mr Musyoka skipped the 'swearing-in' of Nasa's 2017 presidential candidate Raila Odinga to the disappointment of thousands of supporters.
When he appeared outside his Karen home Tuesday morning the Nasa co-principal was cagey with details about plans for the day's proceedings.
Mr Musyoka, who had recently stated that he would take the "oath" alongside Nasa leader Raila Odinga, was non-committal if the event would take place.
"I don't want to say about that right now. This tactical withdrawal by the police, we don't know. But our supporters must remain calm," he said in a brief interview with journalists who had camped outside his house.
He was accompanied by Kitui Senator Enoch Wambua and Makueni Governor Kivutha Kibwana, who did not address the press.
Mr Musyoka said he and the other Nasa leaders Moses Wetang'ula, Musalia Mudavadi and Mr Odinga would have a consultative meeting before heading to Uhuru Park.
"We are actually going into consultations. We have to look at the oath itself and release the details. We will let the country know the next move," he said. "This a very important struggle so we are still consulting. The media is under serious attack and we must tell our people what is happening," Mr Musyoka added.
He later held another briefing, where he accused the government of withdrawing Nasa leaders' security.