Relationship between cooking fuel and under-five mortality has not been adequately established in Sub-Saharan Africa (SSA). We therefore investigated the association between cooking fuel and risk of under-five mortality in SSA, and further investigated its interaction with smoking. Using the most recent Demographic Health Survey data of 23 SSA countries (n = 783,691), Cox proportional hazard was employed to determine the association between cooking fuel and risk of under-five deaths. The adjusted hazard ratios were 1.21 (95 % CI, 1.10–1.34) and 1.20 (95 % CI, 1.08–1.32) for charcoal and biomass cooking fuel, respectively, compared to clean fuels. There was no positive interaction between biomass cooking fuel and smoking. Use of charcoal and biomass were associated with the risk of under-five mortality in SSA. Disseminating public health information on health risks of cooking fuel and development of relevant public health policies are likely to have a positive impact on a child’s survival.