The research on the relationship between inequality and domestic political violence is ambiguous. The case study literature argues that countries with an unequal distribution of income and wealth are prone to armed conflict. Most cross-country studies have, however, not been able to corroborate this relationship. We argue that one reason might be that large-N studies have focused primarily on armed challenges against the government. Overlooked in the quantitative literature is the way economic inequality might precipitate organized violence between societal groups. Addressing this gap, we provide the first disaggregated study of economic inequality and the risk of non-state violence across a large number of countries. We use GIS software with data from the Demographic and Health Surveys to construct variables on welfare and socioeconomic inequalities across sub-national regions in Sub-Saharan Africa. We couple these with new, geo-referenced data on armed conflicts between non-state groups from the Uppsala Conflict Data Project for the 1990–2008 period. We find a strong relationship between economic inequality – both at the intra-regional and inter-regional level – and the risk of inter-group conflict. Unpacking the inequality measures further shows that it is the economically marginalized regions that see the higher risk of armed conflict between groups, whereas the regions that are economically privileged compared to the national average do not.