The killing of Aboud Rogo, accused by the United States of helping al Qaeda-linked Islamist militants in Somalia, touched off two days of riots in which five people, including three police officers, were killed.
Rogo, who was shot in his car by unknown attackers in Mombasa on Monday, was facing charges in a Kenyan court of possessing weapons.
"We suspect the hand of the enemies of our country in this, those who want to create religious animosity," Odinga told reporters after addressing religious leaders in the city.
"It is an attempt to try create a division between Christians and Muslims in our country so that it appears it is a religious war," he said, adding that an underground organisation may be behind the violence.
A blast in the port city and tourist hub on Wednesday evening injured four police officers riding in a police pickup vehicle.
The explosion was followed by sustained gunfire, and further gunshot rounds rang out from different sections of the city.
The blast struck the police vehicle as it drove past the Mombasa Pentecostal Church in a downtown area of the island city. A wooden bench in the vehicle was soaked in a pool of blood, and the overhead tarpaulin cover was wrecked.
Ambrose Munyasia, the region's top criminal investigation officer, said two boys had been walking near the vehicle before the explosion and one of them "threw something at the officers".
Munyasia said one suspect had been arrested and was wounded. Spent cartridges were scattered on the tarmac.
Citizen TV said seven police officer had been wounded in the latest attack, three of them critically.
"We heard an explosion and the vehicle began swerving. Two policemen jumped out and started shooting in the air as they ran in all directions," Charles Chai, a shoemaker, said.
On Tuesday, mobs of youths fired machineguns at police in Kisauni, a predominantly Muslim area, before throwing a grenade into a police truck. Two Kenyan police officers and a civilian were killed instantly.
One more police officer died earlier on Wednesday of wounds inflicted in the grenade blast. One person was killed when the riots broke out on Monday.
Rioters have set fire to at least six churches, stoking fears that the unrest may become more sectarian in a city where grenade attacks blamed on Somali militants and their sympathisers have already strained Muslim-Christian relations.
CHURCHES BURNT
The National Council of Churches of Kenya, said in a statement it viewed with "growing trepidation" the increasing attacks on Christians and churches.
"The violence appears well planned, pre-meditated, and systematic. In the last five months alone, 11 churches have been attacked while attempts were made on others," the group's general secretary, Peter Karanja, said.
"Christians have been killed, injured or maimed for life. We see this as an intentional provocation of Christians to retaliate."
Some 24 people arrested during the riots were charged in a Mombasa court On Wednesday for assembling illegally and were remanded in custody for five days.
Residents accused the police of being heavy-handed, especially in Majengo, another neighbourhood with a large Muslim population that had been one of the flashpoints of violence. Locals were ordered by police to stay in their houses.
The coastal region is restive due to longstanding local grievances over land ownership and unemployment, as well as calls by the Mombasa Republican Council MRC.L for the coastal strip to secede. The MRC has said it was not involved in the unrest.
Prolonged trouble in Mombasa would hit Kenya's vital tourism industry, already damaged by the kidnappings of Western women tourists from beach resorts by Somali gunmen, at the height of the tourist season. (Writing by James Macharia; Editing by Michael Roddy)
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