The athletes, chanting and carrying placards, took over AK offices in Nairobi, barricading themselves inside shortly after dawn and before officials arrived for work.
"We are not leaving this place until our grievances have been heard and addressed," Julius Ndegwa, the organising secretary of the Professional Athletes Association of Kenya (PAAK) told reporters.
"We want to solve the long standing issues affecting us in regards to corruption, doping and other matters."
It said Okeyo, AK chairman Isaiah Kiplagat and former treasurer Joseph Kinyua had been questioned by police in Kenya amid accusations that they paid themselves, mostly in cash, from the national federation's bank account.
Okeyo has denied any wrong-doing, while the others are yet to comment.
"Corruption has been active in this office, the officials have not been taking this issue of doping seriously and they have to be removed," Ndegwa said. "We are demanding the officials be removed with immediate effect - and action taken against them."
Ndegwa said the athletes had also been humiliated" and said AK had not acted investigated properly reports of doping.
Many in Kenya fear doping is rife among their top class athletes, runners who have been the source of enormous national pride.
More than 30 Kenyan athletes have been suspended and five more banned since 2012 after testing positive for banned performance-enhancing drugs.
