The attack took place on Monday evening (local time) after nearly 1000 women and men had marched through Nairobi to demonstrate against a series of public assaults on women for wearing miniskirts or other clothing perceived to be immodest.
The woman was taken to hospital, treated for injuries and discharged, Nairobi Deputy Police Commander Moses Ombati told Reuters. He said several people had been arrested but he did not give figures.
Local newspaper websites put the number of those detained at up to 90 or 100.
The march, mostly by women, was a rare public display of support for women's rights in Kenya, where sex crimes are rarely prosecuted.
The incidents of women being stripped were condemned in Kenya's parliament.
"Who defines decent dressing?," said lawmaker Cecily Mbarire. "What are we exposing our women to? These women are your wives, your sisters, your aunties."