Although the proportion of people living in slums is increasing in low- and middle-income countries and food insecurity is considered a severe hazard for health, there is little research on this topic. This study investigated and compared the prevalence and socio-demographic associations of household food insecurity in seven slum settings across Nigeria, Kenya, Pakistan, and Bangladesh. Data were taken from a cross-sectional, household-based, spatially referenced survey conducted between December 2018 and June 2020. Household characteristics and the extent and distribution of food insecurity across sites was established using descriptive statistics. Multivariable logistic regression of data in a pooled model including all slums (adjusting for slum site) and site-specific analyses were conducted. In total, a sample of 6,111 households were included. Forty-one per cent (2,671) of all households reported food insecurity, with varying levels between the different slums (9–69%). Household head working status and national wealth quintiles were consistently found to be associated with household food security in the pooled analysis (OR: 0•82; CI: 0•69–0•98 & OR: 0•65; CI: 0•57–0•75) and in the individual sites. Households which owned agricultural land (OR: 0•80; CI: 0•69–0•94) were less likely to report food insecurity. The association of the household head’s migration status with food insecurity varied considerably between sites. We found a high prevalence of household food insecurity which varied across slum sites and household characteristics. Food security in slum settings needs context-specific interventions and further causal clarification.