We estimate horizontal inequality across the African continent over time based on four identity cleavages—location, ethnicity, gender, and religion—and four well‐being indicators—education, asset ownership, child nutrition, and under‐five survival. Improvements in social indicators over the last 25 years appear to be equalizing, with a decline in most horizontal inequalities. However, most countries in Africa show higher levels of horizontal inequalities than countries in Asia or Latin America. Spatial inequalities remain particularly high in Africa, but there is also high variation in levels and trends of horizontal inequalities across the African continent. For example, education inequality across identity cleavages seems to be particularly high in West African countries, whereas ethnic inequality across well‐being indicators seems to be particularly high in Southern African countries. Various African countries have even witnessed a recent increase in specific horizontal inequalities. Our results support policymakers in identifying the most severe and deteriorating forms of horizontal inequality in their countries.