Former U.N. Secretary-General Kofi Annan, who was mediating discussions between representatives of Kenya's president and main opposition leader, suspended the afternoon session, a U.N. spokesman told CNN.
The talks were scheduled to resume Friday.
David Too was shot to death in the Rift Valley town of Eldoret. It was unclear whether his shooting was related to the political violence that erupted after last month's disputed re-election of President Mwai Kibaki over opposition leader Raila Odinga.
"Both sides joined as one to express their shock and sadness at the untimely death of their parliamentary colleague, Mr. David K. Too," spokesman Nasser Ega-Musa said.
Annan said Thursday's abbreviated session was structured and accelerated.
"We are determined, all of us here, to resolve these issues as quickly as possible and bring stability and peace to this country," Annan said. "But first and foremost we want to see the violence end."
U.N. Secretary-General Ban Ki-moon was scheduled to arrive in Kenya Friday to assist in the mediation.
Another opposition lawmaker, Mugabe Were, was killed Tuesday.
Dennis Rodman pledges to end trips to North Korea
Susan Sarandon 'very excited' about daughter's pregnancy