Abstract Background Many low- and middle-income countries are facing a double burden of disease with persisting high levels of infectious disease, and an increasing prevalence of non-communicable disease (NCD). Within these settings, complex processes and transitions concerning health and population are underway, altering population dynamics and patterns of disease. Understanding the mechanisms through which changing socioeconomic and environmental contexts may influence health is central to developing appropriate public health policy. Migration, which involves a change in environment and health exposure, is one such mechanism. Methods This study uses Competing Risk Models to examine the relationship between internal migration and premature mortality from AIDS/TB and NCDs. The analysis employs 9 to 14 years of longitudinal data from four Health and Demographic Surveillance Systems (HDSS) of the INDEPTH Network located in Kenya and South Africa (populations ranging from 71 to 223 thousand). The study tests whether the mortality of migrants converges to that of non-migrants over the period of observation, controlling for age, sex and education level. Results In all four HDSS, AIDS/TB has a strong influence on overall deaths. However, in all sites the probability of premature death (45q15) due to AIDS/TB is declining in recent periods, having exceeded 0.39 in the South African sites and 0.18 in the Kenyan sites in earlier years. In general, the migration effect presents similar patterns in relation to both AIDS/TB and NCD mortality, and shows a migrant mortality disadvantage with no convergence between migrants and non-migrants over the period of observation. Return migrants to the Agincourt HDSS (South Africa) are on average four times more likely to die of AIDS/TB or NCDs than are non-migrants. In the Africa Health Research Institute (South Africa) female return migrants have approximately twice the risk of dying from AIDS/TB from the year 2004 onwards, while there is a divergence to higher AIDS/TB mortality risk amongst female migrants to the Nairobi HDSS from 2010. Conclusion Results suggest that structural socioeconomic issues, rather than epidemic dynamics are likely to be associated with differences in mortality risk by migrant status. Interventions aimed at improving recent migrant’s access to treatment may mitigate risk.