Jan Kristensen was killed at his home in Kisumu, allegedly by three men who came to his home and were let in by the guard, the Norwegian Broadcasting Corp. reported.
His family later found him dead.
Three suspects have been arrested.
Kristensen worked in Kenya for more than two decades, and was the founder of a project to get homeless children off the streets.
He had been honored for his work by being awarded a silver medal from Norway's King Harald.