President William Ruto maintains that he is not to blame for the lives lost during the protests against the anti-finance bill.
According to rights groups, at least 30 people were killed in protests in the East African country in response to the government's decision to increase taxes significantly.
Following the violence, Ruto declared a U-turn earlier this week, stating he would "listen to the people" and not sign the financing measure into law.
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The president estimated the death toll at 19 -- the first data released by officials -- and vowed a thorough inquiry.
Largely peaceful marches turned violent last Tuesday when lawmakers, under pressure from the International Monetary Fund (IMF), enacted profoundly unpopular tax increases.
Police opened fire on protestors who assaulted the parliament complex, resulting in a fire.
"I have no blood on my hands," Ruto stated during an appearance on Kenyan television.
Regarding the fatalities, he stated, "It is terribly tragic. As a democracy, that should not be part of our discussion..."
"There will be an investigation on how these 19 Kenyans died," he tweeted. "There will be an explanation for every one of them.
"The police have done the best they could," Ruto told reporters.
"If there have been any excesses, we have mechanisms to make sure that those excesses are dealt with."
He further stated, "Any murdering officer who went above what is authorized for in the law would have action taken against them.