Background: Africa was certified polio-free in 2020 and to maintain the polio-free status, African countries need to attain and maintain optimal routine polio vaccination coverage. One indicator for optimal polio vaccination coverage is the prevalence of children who have received no polio vaccination through routine services. The objective of the study was to examine the individual-, neighbourhood-, and country-level factors associated with non-vaccination against polio in Africa. Methods: We applied multivariable multilevel logistic regression analyses on recent demographic and health survey data collected from 2010 onwards in Africa. We identified 64,867 children aged 12–23 months (Level 1) nested within 16,283 neighbourhoods (Level 2) from 32 countries (Level 3). Results: The prevalence of non-vaccination for polio ranged from 2.19% in Egypt to 32.74% in Guinea. We found the following factors to be independent predictors of the increased odds of non-vaccination for polio: being a male child, born to mother with no formal education, living in poorer households; being from a polygamous family, living in neighbourhoods with high maternal illiteracy, high unemployment rate, and low access to media. Conclusions: We found that both individual and contextual factors are associated with non-vaccination for Polio.