(1) Background: Sub-Saharan Africa is experiencing the fastest urbanization worldwide. People in rural areas still have a traditional and rural lifestyle, whereas the Westernization of diet and lifestyle is already evident in urban areas. This study describes dietary habits of families in Burkina Faso living at different levels of urbanization. (2) Methods: Data on lifestyle, socio-economic conditions, health status and anthropometry were collected from 30 families living in rural villages, a small town and the capital city. A food frequency questionnaire and a 24 h recall diary were used to estimate dietary habits and macronutrients intake. (3) Results: The urban cohort showed a more diversified diet, with a higher intake of animal protein and, especially in children, a higher consumption of simple sugars. Fiber intake was significantly higher in the rural and semi-urbanized cohorts. As expected, overweight and obesity gradually increased with the level of urbanization. In semi-urbanized and urban families, we observed coexistence of under- and over-nutrition, whereas in rural families, a portion of children were wasted and stunted, and adults were underweight. (4) Conclusions: These three cohorts represent a model of the effect on diet of rural-to-urban migration. Rural diet and traditional habits are replaced by a Western-oriented diet when families move to urbanized areas. This dietary transition and increased socio-economic status in newly developing urban areas have a major impact on disease epidemiology, resembling the past evolution in Western countries.