Cattle rustlers shot and killed two people during a raid on Wednesday in Migori County.
County Police Commander Joseph Nthenge said the couple - Bonface Kiche Tabaka, 33, and his wife Beatrice Auma, 27 - were killed at 12am in their Ragana home, Suna West Sub-County.
Beatrice had given birth a few days ago.
Distress calls by neighbours prevented the gang from stealing the cattle.
But they later stole four cows from a neighbouring home, which were later recovered.
One of the suspects was shot and killed.
"We are still pursuing the raiders although we suspect they might have crossed the border into Tanzania to evade arrests," Mr Nthenge said.
"We recovered an old AK47 assault rifle suspected to have been used in the killings".
Suna West MP Peter Masara condemned the incident and called on the police to set-up more police posts between the Migori and Kuria border.
"We cannot continue to lose lives to the criminals who are usually armed with sophisticated guns," he told the Nation.
Moreover, the residents asked for more security.
"We need more police presence here at night to protect us from these armed rustlers" Mr Peter Komollo said.