This study uses survey data from 17 countries in Sub‐Saharan Africa, along with country‐level indicators, to examine the relationship between religious identity and the odds of completing primary schooling, as a key aspect of socioeconomic inequality. The results reveal a significant and robust schooling disadvantage for Muslims and those of traditional African faiths both relative to Christians at the aggregate level as well as within 13 country samples. This effect is seen in both rural and urban areas and is slightly smaller among men versus women, though it is still large and significant. The effect is also larger in countries in West Africa, with greater Muslim populations, with cooperative church‐state relations, and with mandatory religious education in schools. I interpret these results to indicate greater obstacles to the establishment of the legitimacy of the formal school system among Muslim and traditionalist families and communities, as a still troublesome legacy of the historical links between Christian missionization and the colonial project.