The statue Britain's Queen Victoria outlasted several of statues from before Kenya's independence from Britain in 1963.
Nairobi resident Samuel Obiero was among those this week who welcomed the removal of the statue, saying citizens do not want to be reminded of slavery, colonialism and the suffering it brought.
Worldwide, statues that pay homage to people with a history linked to racism and slavery are coming down.
The officer is jailed on a murder charge, and the FBI is investigating whether civil rights violations occurred.
Three other officers on the scene are charged with aiding and abetting.
