Party chairman Henry Kosgey, treasurer Omingo Magara and Ugenya MP-elect James Orengo were the only leaders who tried to access the historic grounds which was fortified by an estimated 100 paramilitary officers.
The three fled on foot to the nearby Serena Hotel with officers in hot pursuit. Their supporters kept at bay by the officers on horse back and with guard dogs.
The chairman announced that they will hold a rally at the venue on Tuesday to pressure President Kibaki to accept their demands.
Earlier, ODM said it would reject proposals to join a Government of National Unity and a recount of the presidential votes.
Secretary-general Anyang Nyong’o said they were not interested in re-tallying of votes as proposed by attorney-general Amos Wako, saying they had lost faith in the Electoral Commission of Kenya and its chairman, Mr Samuel Kivuitu.
The official announced that they were also demanding an international mediator and a transitional Government for three months before a presidential election.
“If the Democratic Republic of Congo could do it, why not us?” asked the senior Orange.
The secretary-general said they were also demanding that an international mediator steps in to help resolve the impasse.
As he was speaking at Pentagon House in Kilimani area in Nairobi, Archbishop Desmond Tutu of South Africa was holding a closed-door meeting with President Kibaki.
The South African Nobel Laureate held a two-hour meeting with Mr Odinga on Thursday morning before making an appointment with President Kibaki.
Prof Nyong’o said Mr Odinga was not ready to file a petition in court over the controversial results announced by Mr Kivuitu, who has since admitted that there were irregularities.
Addressing the local and international media at Pentagon House before proceeding to Uhuru Park for the banned rally, Prof Nyong’o said his party had no faith in the Judiciary and accused some judges of being partisan.
Earlier, Mr Odinga held closed- door talks with the German ambassador to Kenya, Mr Walter Lindner, on the post-election violence which has left an estimated 200 people killed and thousands displaced.
But the ODM leader did not address the press and was later seen at Serena Hotel.
The United States Ambassador to Kenya, Mr Michael Ranneberger, was driven to the hotel at 2.30pm but it could not be confirmed whether he met Mr Odinga.
Prof Nyong’o said the purpose of Mr Odinga’s meeting with the German envoy was to demonstrate his commitment to provide a political solution on the standoff that is threatening to split the country.
The ODM official said they were shocked to hear that the Government had rejected mediation efforts by African Union chairman John Kufour, the president of Ghana.
The ODM blamed the crisis on Mr Kivuitu, saying he had let Kenyans down by declaring President Kibaki the winner before the results could be verified.
“We plan to march until our demands are met,” Prof Nyong’o said.
On a statement by Government spokesman Alfred Mutua on CNN that the President was not ready to negotiate with losers, the ODM official reminded him that out of the 210 parliamentary seats countrywide, ODM had 99 while PNU secured 43.
Asked why the worst hit areas in the country by the riots, looting, maiming and deaths were in ODM strongholds, Prof Nyong’o said they were not in charge of the security.