This paper examines levels and trends of urban–rural differentials in child malnutrition, and investigates whether residual differences exist between urban and rural areas, given comparable measures of socioeconomic status (SES) of households and communities. Using data from Demographic and Health Surveys of 15 sub-Saharan African countries, and multilevel modelling, it shows that urban–rural differentials are considerable in all countries, that they have narrowed in most countries due primarily to an increase in urban malnutrition, and have widened in few countries as a result of sharp decline in urban malnutrition. These urban–rural gaps are abolished in almost all countries when SES is controlled. These results suggest that policies and programs contributing to the attainment of the MDGs should pay particular attention to the urban poor.