Conventional wisdom holds that ethnicity provides the social cleavage for voting behaviour and party affiliation in Africa. Because this is usually inferred from aggregate data of national election results, it might prove to be an ecological fallacy. The evidence based on individual data from an opinion survey in Zambia suggests that ethnicity matters for voter alignment and even more so for party affiliation, but it is certainly not the only factor. The analysis also points to a number of qualifications which are partly methodology-related. One is that the degree of ethnic voting can differ from one ethno-political group to the other depending on various degrees of ethnic mobilisation. Another is that if smaller ethnic groups or subgroups do not identify with one particular party, it is difficult to find a significant statistical correlation between party affiliation and ethnicity - but that does not prove that they do not affiliate along ethnic lines.