Migori county governor Okoth Obado, who was arrested on Friday, denies involvement in the killing of 26-year-old student Sharon Otieno.
Obado was remanded in custody by the High Court judge until his bail hearing on Tuesday.
Obado's personal assistant, his bodyguard, two local officials and a taxi driver have also been arrested in connection with the murder.
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Obado, who initially denied having an affair with Otieno, was arrested after DNA testing confirmed he was the father of the seven-month-old foetus that died with her.
A post-mortem showed that Otieno had likely been raped, strangled and stabbed multiple times before dying.
"Sharon and her unborn baby lost their lives in a gruesome and horrifying manner in the hands of her killers," Kenya's chief prosecutor Noordin Haji said in a statement.
Haji alleged that Obado and Otieno had been in "an intimate relationship" and that when Otieno became pregnant Obado was "unhappy about it".
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