"Let us stand as one people to liberate our country," Odinga told the crowd of mourners, as violence was erupting on a road outside, with many youths throwing stones at the police.
Odinga later fled the scene, as the violence began.
Clashes between Odinga's supporters, and those loyal to Mwai Kibaki, the Kenyan president who won re-election in the disputed December polls, as well as the crackdown on protests by security forces, have killed at least 700 people in Kenya over the past month.
Odinga, who lost in the controversial presidential poll, says Kibaki stole the vote.
The day began peacefully, with hundreds of supporters marching from the Kibera slum, a stronghold of Odinga's Luo tribe, carrying the coffins.
But the event turned violent when about a dozen youths on a major highway outside stopped some cars, smashed windows and beat occupants who did not belong to their Luo tribe.
Police moved in and fired teargas, some of which fell in close to mourners in the football field, causing them to flee.
After the funeral rally dispersed, an angry mob set up a roadblock as police fired in the air and used more tear gas.
Despite international pressure, Kenya's political crisis remains to be resolved.
The latest violence came as Kofi Annan, the former UN secretary-general, was set to hold talks with rival parties in an effort to find a solution to the political standoff between Kibaki and Odinga.
Annan arrived in Kenya on Tuesday with Benjamin Mkapa, the former president of Tanzania, and Graca Machel, the wife of Nelson Mandela, the former South African leader.
Annan told reporters he was "determined to work with the parties to find a solution".
His mission follows a similar attempt by John Kufuor, the African Union head and president of Ghana, who failed to get Kibaki and Odinga to meet.