Police in Uplands Police Station, Kiambu County, where lawyer Miguna Miguna was believed to have been detained since Friday night, have erected a road block at the entrance to the station.
Residents said police were vetting people before being allowed into the heavily guarded station.
"They (police) are thoroughly vetting anyone going to the station to seek services," a resident said.
Police at the station have continued to deny that Mr Miguna was in their custody.
Mr Miguna was arrested on Friday morning at his Runda home and driven to Githunguri Police Station.
The Directorate of Criminal Investigations on Friday said Mr Miguna was arrested after he confessed that he administered Nasa leader Raila Odinga's 'oath' and for being a member of an illegal organisation - the National Resistance Movement (NRM).
However, their unusual conduct since Saturday, which includes deployment of several armed officers to man the compound, have continued to raise suspicion that the lawyer was in their custody.
On Sunday, police barred Nasa politicians Junet Mohammed (Suna East MP) and Florence Mutua (Busia County MP), and lawyer Edwin Sifuna from accessing the report desk.
The Nasa leaders said they were informed that Mr Miguna was being held at the Uplands Police Station.
Police also barred journalists from the station.
Last Friday, High Court Judge James Wakiaga ordered that Mr Miguna be released on a Sh50,000 cash bail. But police did not release him.