Meshack Yebei, described by Ruto's lawyer as a "critical" witness for the politician's defence case, was found dead -- and badly mutilated according to some reports -- on January 4 in western Kenya's Nandi district.
Kenya's Director of Public Prosecutions Keriako Tobiko ordered the probe in a letter to police seen by AFP. The order calls for a "speedy and thorough investigation to be conducted into the murder with a view of bringing those responsible to justice."
The Hague-based ICC said it was "deeply concerned" by the death and was ready to assist the Kenyan probe.
"The family of Mr Yebei has confirmed the identity of his body," the ICC said in a statement. "We express our profound condolences to the family."
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The ICC stressed that Yebei was not on its prosecution witness list, but that he had been offered "security measures, including a safe residency".
Despite the offer, Yebei "returned to Eldoret (in Nandi) where the incident reportedly took place," the ICC said in a statement.
Ruto has been on trial at the ICC since September 2013 on charges of organising post-election violence in the east African country in 2007-2008. More than 1,200 people died and 600,000 were displaced in the chaos.
But both Ruto and co-defendant Joshua Arap Sang, a radio presenter, have denied all charges.
Ruto's lawyer, Karim Khan, said in a letter seen by AFP that Yebei was a "critical witness to the defence" and had been referred to the ICC witness protection unit.