Orphaned children have been found to be at greater risk of poor health and malnutrition compared to non-orphans in sub-Saharan African countries. However, levels of disadvantage vary by location and little is known about the causal pathways that lead from orphanhood to poorer health and malnutrition. Aggregate data from recent Demographic and Health Surveys in 22 countries were used to compare overall levels of ill-health and malnutrition by orphan status. Data from the Manicaland Child Cohort Study in Zimbabwe – a closed cohort study with detailed longitudinal information on orphan’s experience – were used to describe how patterns of ill-health and malnutrition alter over the child’s life-course and to test causal pathways between orphanhood and ill-health and malnutrition, hypothesized in a previously published theoretical frame-work. Modest increases in ill-health and malnutrition were found in orphans in the Demographic and Health Surveys data, with maternal and double orphans being worst affected. Non-significant associations were found between orphanhood and ill-health in the Manicaland Child Cohort Study data, but no associations with malnutrition were found. None the less, smaller increases in body mass index with age were seen among orphans (ologit test for difference: adjusted odds ratio = 0.68; p = 0.07) and maternal orphans (ologit test for difference: adjusted odds ratio = 0.67; p = 0.03) than among non-orphans. Stigma and discrimination contributed to poor diet, malnutrition and ill-health in children whose mothers had died, while heightened poverty was a more important factor for paternal orphans. These results suggest social and psychological support for orphans and their families could be as important as material support in preventing malnutrition and ill-health.