Volatile food prices represent a common hazard to the food security of poor urban households. In trying to understand the impact of this hazard, income poverty is widely accepted as the principal predictive variable. But could other variables be important in understanding household vulnerability to food price shocks? This analysis uses survey data collected from 11 cities in Southern Africa by the African Food Security Urban Network during the 2008 food price crisis. As expected, the data show that household income is a significant predictor of the negative impact of rising food prices on household food security. However, other variables are significant predictors of household vulnerability to food insecurity as a result of food price increases. The analysis demonstrated how these diverse variables facilitated our classification of different households according to food price shocks using a CHAID decision tree. Demonstrating that household income is not the only significant predictor of household vulnerability to food price volatility, these findings broaden our understanding of the complex factors that can predispose households to food insecurity in the context of rising food prices.