There were claims that NIS officers were trailing Raila Odinga who was in Zanzibar.
Tanzania has denied claims that it is holding three people suspected to be Kenyan spies.
The trio are said to have been tracing the movement of Kenya's opposition leader Raila Odinga who was in Zanzibar earlier this week.
Mr Odinga spent a four-day break on the archipelago off the coast of Tanzania, returning to Nairobi on Wednesday night.
Tanzania's Inspector General of Police Simon Sirro said they had not arrested any of Kenya's National Intelligence Service officers.
“I’m not aware of that and what is being speculated about is not true,” he said.