Background: To my knowledge, there was no systematic study so far that analysed the extent of the impact of improved sanitation on infant mortality in the African context with long years of full-fledged longitudinal data. Aim: The aim of this study was to empirically examine the extent to which improved sanitation explains the observed differences in infant mortality under 5 years of age across African countries. Setting: The study covered a panel of 33 countries from north, south, east, west and central Africa for the years 1994–2013. Methods: The study first conducted Durbin–Wu–Hausman specification test and then used fixed effect model. In addition, Praison–Winsten regression with corrected heteroscedasticity was employed to verify the consistency of the results that were revealed in using fixed effect estimation method. Results: The study revealed that a 1% increase in access to improved sanitation would reduce infant mortality by a rate of about two infant deaths per 1000 live births. Also, the study confirmed that a significant decline in infant mortality rate was highly linked to improvements in education, health and sustainable economic growth. Conclusion: The findings have wide implications especially for African countries for which decreasing infant mortality is one of the most crucial priorities in the continent to reverse the current deep-rooted challenges related to human capital formation.