Between 60% and 70% of Nairobi City’s population live in congested informal settlements, commonly referred to as slums, without proper access to sanitation, clean water, health care and other social services. Children in such areas are exposed to disproportionately high health hazards. This paper examines the impact of mother and child migration on the survival of more than 10,000 children in two of Nairobi’s informal settlements—Korogocho and Viwandani—between July 2003 and June 2007, using a two-stage semi-parametric proportional hazards (Cox) model that controls for attrition and various factors that affect child survival. Results show that the slum-born have higher mortality than non-slum-born, an indication that delivery in the slums has long-term health consequences for children. Children born in the slums to women who were pregnant at the time of migration have the highest risk of dying. Given the high degree of circular migration, factors predisposing children born in the slums to recent migrant mothers to higher mortality should be better understood and addressed.