Thirty-nine sect members were yesterday charged with holding an illegal meeting.
They included the leader of the Tent of the Living God, Mr Ngonya wa Gakonya, and a newly wed couple.
Mr Kariuki Mwangi, 32, and his wife, Wanjiru, 30, were married a month ago in accordance with the sect's doctrine.
The group comprised 11 women, some carrying babies with whom they have been in police custody since their arrest last Tuesday.
They denied the charge before a Makadara court, Nairobi.
Police opposed their bail application, saying they were likely to interfere with investigations.
But their lawyer, Mr Mburu Machua, urged the court to "grant them their legal right" and accept the application.
He said denying them bail would lead to more suffering for the children and their mothers, adding that investigations should have been completed before they were charged.
But the magistrate rejected their bail plea and ordered they be held in police custody.
The case will be mentioned on May 9.
The charge alleges that the sect members held an illegal meeting on Nairobi's Koinange's Street last Tuesday.
The group was arrested when police broke up their demonstrations following a press conference addressed by Mr Gakonya at Chester House.
They were locked then up at the Central Police Station.
The group was in traditional attire when they appeared in court yesterday. More than 50 supporters were also in the courtroom when the group was charged.
The sect requires followers to worship the traditional God of the Gikuyu and perform religious rituals.
In the recent past, the followers of the Tent of the Living God have differed with the government and human rights activists for their support of female circumcision.