Building on evidence of the vulnerability of migrants to disadvantages in morbidity and mortality, we examine the relationships between internal migration and early life mortality. We apply the Cox‐proportional hazards model on the nationally representative data from the 2008 Demographic and Health Surveys in Kenya and Nigeria to predict the hazard of dying between birth and age 14. We find more deaths in Nigeria than Kenya, with the highest mortality burdens among rural and urban non‐migrants in both countries. We also find urban–rural and rural–urban migrants in Kenya and rural–urban migrants in Nigeria showing elevated mortality burdens than other migrant categories. Consistent with evidence that social and biological disadvantages trail individuals through the life course, we find that distinct mortality patterns displayed after 2 years of life gradually enlarge till age 14 in both countries. Beyond migration, we find commonalities in more deaths among children with shorter birth intervals, multiple than singleton births, children whose mothers have no/preschool education, with shortest duration of stay in current place of residence, divorced/separated, and from the poorest households. On differentials, we find in Kenya higher mortality burdens among ethnic Somali children, in Northeastern and Western regions. In Nigeria, we find more deaths among boys, children of mothers under 20 years old, unemployed, Muslim, and from North‐west and North‐east regions. Our study is a critical step in providing credible evidence that can guide discourse and actions in addressing the health challenges of migrants and non‐migrants in two major African countries. Copyright © 2014 John Wiley & Sons, Ltd.