Salah Farah was shot after reportedly refusing orders from Islamic militants to separate Christians from Muslims on board a bus, last month.
He led a group of fellow Muslims who would not leave Christian travellers behind, knowing they would be shot by al-Shabaab gunmen.
Al-Shabaab is a group linked to al-Qaeda.
The militants shot dead two people and left three others injured before leaving the bus.
Mr Farah was taken to hospital for treatment on Christmas Day but later died from his injuries.
Mr Farah has been hailed as a hero in his country and Twitter users have been using the hashtag #HeroSalah to pay their respects.
Nurki (@Nurki7) described Mr Farah as "indeed a true hero" and Ann McCreath (@AnnMcCreath) wrote: "#HeroSalah is a symbol of the Kenya we want."
Meanwhile, a campaign to raise money for his family has reportedly raised KSh100,000.
According to The Star newspaper, Mr Farah died from complications.
At the time of the attack, he told the Daily Nation newspaper: "We asked them to kill all of us or leave us alone.
"As we argued, they shot me and the boy. One man who also came out of the bus and tried to escape to the bush was shot."