Njoki Kamau, from the Kenya National Youth Alliance, the political wing of the Mungiki, said: "We came here on the invitation of the prime minister and we do not know why the police are teargassing.
"We are here to know the fate of our sons who have been arrested.
"We are mothers and whenever our sons are arrested on allegations that they are members of Mungiki, they are never taken to court and instead they are executed."
Police said the gathering was illegal.
Wilfred Mbithi, a police commander, said: "As far as we are concerned, this is an illegal meeting and that is why [we] are dispersing them."
Police have recently cracked down on the Mungiki, a sect suspected of involvement in criminal activities.
The group claims the police are responsible for the deaths of more than 450 of its members.
Odinga has welcomed Mungiki members for talks after they clashed with police last week in protest over the killing of their jailed leader's wife.
"Let them come to the negotiating table and tell us what is wrong with them ... even [Yoweri] Museveni [the Ugandan president] negotiated with the Lord's Resistance Army," Odinga said, referring to Ugandan fighters whose leaders have been accused of crimes against humanity.
Odinga's position runs counter to that of other government ministers, including George Saitoti, the national security minister, who has said the government will never negotiate with the group and ordered the recent crackdown.
"We will talk with Mungiki to deny them the moral high ground that they are claiming right now that they are fighting historical injustices. Let them tell what are these historical injustices, are they solvable? Can you solve them through constitutional reforms?" Odinga said.
"We want to see peace and stability return to this country with the launching of this new government," he said, a day after the new coalition cabinet was sworn in.
The Mungiki have been linked with officials from the camp of Mwai Kibaki, the president, and blamed in several rights reports for some of the ethnic violence that beset the country after disputed elections in December.
Since March last year, dozens of people have been killed by the Mungiki, several of them beheaded.