Odero will be questioned overnight and is expected to appear in court on Friday.
His church has been closed and those who were found inside were ordered out, Coast Regional Coordinator Rhoda Onyancha said.
Odero’s megachurch, the New Life Prayer Centre Church, is in Malindi County, where another pastor, Paul Mackenzie, is being investigated for allegedly directing his followers to fast until death.
Police have been exhuming bodies at a ranch owned by Mackenzie, where he moved in 2019 after closing his church in Malindi. As part of the move, he reportedly sold his television channel to Odero.
Odero’s television channel is popular in Kenyan households, with people travelling from across the country to visit his church.
His YouTube channel boasts more than 400,000 subscribers and more than 70 million views.
Odero’s megacrusades have in the past been attended by senior politicians, including the wife of Deputy President Rigathi Gachagua, Pastor Dorcas.
Kenya is a largely religious society.