Studies have suggested that on average the big cities of East Africa enjoy more favorable living conditions compared to peri-urban and rural areas of this region. The current study aimed at examining under-five mortality differentials in the capital cities of East Africa and to establish whether there are substantial differences in infant and child mortality estimates in Nairobi, Dar-es-Salaam and Kampala. Using data from population and housing censuses of East Africa during the 1990s, the study examines differentials in under-five mortality in Nairobi, Kampala and Dar-es-Salaam. Analyses using a count-data regression model focused on some of the issues relevant in understanding urban differences in under-five mortality in East Africa. The findings suggest substantial variations in under-five mortality risks, with Nairobi experiencing lower infant and child mortality risks than either Kampala or Dar-es-Salaam. The key recommendation made from this study is that programmes aimed at improving the living conditions of urban dwellers should be promoted and that any future studies should focus on the living conditions among the poor urban dwellers and how these conditions interface with the health of the population.