The study examines the relationship between orphanhood status and nutritional status and food security among children living in the rapidly growing and uniquely vulnerable slum settlements in Nairobi, Kenya. The study was conducted between January and June 2007 among children aged 6-14 years, living in informal settlements of Nairobi, Kenya. Anthropometric measurements were taken using standard procedures and z scores generated using the NCHS/WHO reference. Data on food security were collected through separate interviews with children and their caregivers, and used to generate a composite food security score. Multiple regression analysis was done to determine factors related to vulnerability with regards to food security and nutritional outcomes. The results show that orphans were more vulnerable to food insecurity than non-orphans and that paternal orphans were the most vulnerable orphan group. However, these effects were not significant for nutritional status, which measures long-term food deficiencies. The results also show that the most vulnerable children are boys, those living in households with lowest socioeconomic status, with many dependants, and female-headed and headed by adults with low human capital (low education). This study provides useful insights to inform policies and practice to identify target groups and intervention programs to improve the welfare of orphans and vulnerable children living in urban poor communities.