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Objective: We investigated the relationship between socio-economic status and child undernutrition in West Africa (WA), and further examined the mediating role of dietary practices (measured as minimum dietary diversity (MDD), minimum meal frequency (MMF) and minimum acceptable diet (MAD)) and household environmental quality (HEQ) in the observed relationship., Design: Thirteen countries were included in the study. We leveraged the most recent Demographic and Health Surveys datasets ranging from 2010 to 2019. Poisson regression model with robust standard errors was used to estimate prevalence ratios and their corresponding 95 % CI. Structural equation modelling was used to conduct the mediation analysis., Setting: West Africa., Participants: 132 448 under-five children born within 5 years preceding the survey were included., Results: Overall, 32·5 %, 8·2 %, 20·1 % and 71·7 % of WA children were stunted, wasted, underweight and anaemic, respectively. Prevalence of undernutrition decreased with increasing maternal education and household wealth (Trend P -values < 0·001). Secondary or higher maternal education and residence in rich households were associated with statistically significant decrease in the prevalence of stunting, wasting, underweight and anaemia among children in WA. MAD was found to mediate the association of low maternal education and poor household wealth with childhood stunting and underweight by 35·9 % to 44·5 %. MDD, MMF and HEQ did not mediate the observed relationship., Conclusions: The study findings enables an evaluation and improvement of existing intervention strategies through a socio-economic lens to help address the high burden of child undernutrition in WA and other developing regions.