An important aspect of the new sustainable development goals (SDGs) is a greater emphasis on reducing the health impacts of urban ambient air pollution (AAP) in developing countries. Meanwhile, the burden of disease attributable to AAP in sub-Saharan Africa (SSA) is growing, yet estimates of its impact in the region are likely underestimated due to a lack of air quality monitoring, the paucity of epidemiological studies, and important population vulnerabilities in the region. The lack of studies in the SSA region also represents an important global health disparity and environmental justice issue because thousands of air pollution health effects studies have been conducted in Europe and North America rather than in some of the most polluted regions of the world, such as SSA. In this review, we synthesize all of the ambient air pollution epidemiological studies that have been conducted in SSA to date. We highlight the gaps in AAP epidemiological studies conducted in different sub-regions of SSA and provide methodological recommendations for future environmental epidemiology studies addressing AAP in the SSA region.