An object that looked like a grenade was thrown inside his home at 2:00 am.
This was after an object which looked like a grenade was thrown into his compound at 2:00 am, Nation reports.
Karen OCPD Cunningham Suiyanka confirmed the incident but stated that no one was injured.
A security guard divulged that unknown people who were driving in two vehicles hurled the device and sped off.
Kalonzo's personal assistant, who identified himself as Mr Matiki, said that the attackers fired several shots.
“They made a u turn meters ahead and stopped opposite the gate, hurled the grenade into the compound before shooting several times,” Matiki was quoted by the Standard.
Kalonzo's security Withdrawn
On Tuesday, ahead of the planned NASA swearing-in ceremony, the Wiper leader claimed that his security had been withdrwan.
He would later fail to show up for Odinga's oath ceremony which took place at Uhuru Park.
NASA co-principals Musalia Mudavadi and Moses Wetangula also failed to attend the ceremony.
The three leaders later issued a statement stating that it was "due to circumstances beyond their comprehension and control" that they did not grace the event.