Objective This study sought to investigate the joint effect of household cooking fuel type and urbanicity (rural–urban residency) on anaemia among children under the age of five in sub-Saharan Africa.Design We analysed cross-sectional data of 123, 186 children under the age of five from 29 sub-Saharan African countries gathered between 2010 and 2019 by the Demographic and Health Survey programme. Bivariate (χ2 test of independence) and multilevel logistic regression were used to examine the effect of urbanicity-household cooking fuel type on childhood anaemia. Results were reported as adjusted odds ratios (aORs) with 95% CIs at p<0.05.Outcome measures Anaemia status of children.Results More than half (64%) of children had anaemia. The percentage of children who suffered from anaemia was high in those born to mothers in Western Africa (75%) and low among those born in Southern Africa (54%). Children from rural households that depend on unclean cooking fuels (aOR=1.120; 95% CI 1.033 to 1.214) and rural households that depend on clean cooking fuels (aOR=1.256; 95% CI 1.080 to 1.460) were more likely to be anaemic as compared with children from urban households using clean cooking fuel. Child’s age, sex of child, birth order, perceived birth size, age of mother, body mass index of mother, education, marital status, employment status, antenatal care, wealth quintile, household size, access to electricity, type of toilet facility, source of drinking water and geographic region had significant associations with childhood anaemia status.Conclusions Our study has established a joint effect of type of household cooking fuel and urbanicity on anaemia among children under the age of five in sub-Saharan Africa. It is therefore critical to promote the usage of clean cooking fuels among households and women in rural areas. These should be done taking into consideration the significant child, maternal, household, and contextual factors identified in this study.