I found the answer in Kinect support page:
In most cases, your Kinect sensor lens will not need to be cleaned. However, if you find smudges or dirt on the lens, follow these instructions to clean the lens without damaging it.
First, use a soft lens cleaning brush to clear away dust or dirt particles. Then use a clean microfiber cloth that is designed to clean lenses, and gently wipe the lens in a circular motion.
If a clean microfiber cloth does not remove smudges and fingerprints, you can use a cleaning solution designed for cleaning camera lenses or glasses. When using a cleaning solution, apply the solution to the microfiber cloth. Do not apply the cleaning solution directly to the lens.