Esmond Martin, 75, died after being stabbed at his house in the Nairobi suburb of Langata on Sunday afternoon.
"He was found dead in his house and had stab wounds," said a police officer. "An investigation has been launched."
Martin, an American who lived in Kenya for decades, focussed on the demand end of the illegal ivory supply chain, describing, quantifying and analysing the Asian ivory markets in China, Hong Kong, Vietnam, Laos and elsewhere.
"He was one of the most important people at the forefront of exposing the ivory trade, addressing the traffickers and dealers themselves," Kahumbu said.
Poaching has killed an estimated 110,000 elephants over the last decade, with transnational organised crime syndicates taking over the illicit trade.
The most recent figures, for 2016, showed the illegal ivory market continues to thrive with with record ivory seizures despite a decline in poaching.