The rally proper starts on Friday, with six stages around Lake Naivasha to the north-west of the capital, and Neuville will go into it leading Estonian teammate Ott Tanak (36) by a tenth of a second.
Toyota's reigning double world champion Kalle Rovanpera (23) was in third place and 0.8 off the pace after the stage which featured side-by-side heats.
The Finn is making his second start of what will be only a part-time season for him.
"This event is always a compromise between trying to be quick and keeping it safe, but I think we are in a good place," he said.
Neuville leads Toyota's Elfyn Evans (35) by three points in the championship but has failed to finish in Kenya in two of his three previous attempts.
"Our fingers are crossed that, this time, we can get through without any technical problems or mistakes," he said. "I think we are well prepared, and I am feeling good in the car, so it's always good to start a rally like this."