They want Athletics Kenya (AK) officials to step down over corruption allegations linked to a deal with Nike, the BBC's Anne Soy reports.
AK Vice-President David Okeyo has denied the allegations.
The athletes also blame the administrators for failing to deal with doping in the sport.
Kenya is one of the world's top athletics nations and topped the medals table at August's athletics world championships in Beijing.
Dick Pound, the man looking into doping for world athletics governing body, the IAAF, said that Kenyan athletics had a "real problem" with athletes taking performing-enhancing drugs.
The protesters say they want former runners to manage AK.
"We are looking forward to being led by athletes. Those who understand the pain of running," said protest organiser Julius Ndegwa from the Professional Athletes Association of Kenya.
AK President Isaiah Kiplagat told the BBC that "serious athletes are training, they have no time for demonstrations".
Mr Kiplagat added that the protest had led them to cancel a meeting that was supposed to address the issues that the protesters are complaining about.
A group of Kenyan athletes have occupied the headquarters of the sport's national governing body, stopping officials from entering.