Odinga charges that President Uhuru Kenyatta's won election past year through fraud.
The Police and the CID made a decision to take him to Kajiado law courts so that the could take a plea, but Miguna refused and told the Magistrate that he needs to be taken to Milimani law courts to face Justice Kimaru who had ordered that he should appear before him.
Most of their statements have focused on the brief detention of three opposition politicians who took part in Odinga's ceremony, which occurred peacefully after the government withdrew police from the site.
They were shut on Tuesday when trying to broadcast live footage of opposition leader Raila Odinga's symbolic presidential inauguration.
Privately owned Citizen Television reported that Miguna had refused to plead to the charges he faced, saying his case had to be heard before a judge in Nairobi who had issued an order for his present to his court on Tuesday.
He was charged with "being present and consenting to the administration of an oath to commit a capital offence, namely treason", says the charge sheet quoted by Reuters.
Miguna has been in police custody since Friday morning when he was arrested dramatically from his Runda house, which was extensively damaged. Initially he had ordered the Police Inspector General to appear in court accompanied by Miguna Miguna.
"I will not get out of this court until he is released", he said, as people in court shouted: "We want Miguna!"
Witness Carlos Ouma said a county revenue collector was killed by a stray bullet after police fired into the air to disperse demonstrators in nearby Ahero, Miguna's home town. A government official, who asked not to be named, confirmed its authenticity.
Two Kenyan television stations have resumed broadcasting after being taken off air for plans to show a rally held by the country's opposition leader.
Odinga ran against Kenyatta in an election last August which was nullified by the Supreme Court on procedural grounds.