Ochratoxin A (OTA) belongs to a group of mycotoxins which are a key threat to quality of cereals based foodstuff. Mycotoxins are toxic, carcinogenic, nephrotoxic, neurotoxic and immunotoxic secondary metabolites of certain molds occurring in crop produce and their products. OTA occurs naturally in majority of foodstuffs such as coffee, cereal grains and beverages. The aim of the study was to determine the levels of OTA in cereal grains sampled from various market outlets in Nairobi County, Kenya. The levels of OTA were determined from 27 samples of finger millet (Eleusine coracana), wheat (Triticum aestivum) and sorghum (Sorghum bicolor) grains. The levels of OTA in grains was determined by High Performance Liquid Chromatography (HPLC). The results indicated that wheat grains recorded the highest contamination (2.1478±0.3061 ng/g) followed by sorghum (1.0311±0.0635 ng/g), while finger millet recorded the lowest levels (0.6918±0.0315 ng/g). Cereal samples from Gikomba outlet had a higher contamination (1.1750±0.0353 -3.8147±0.4317 µg kg ). OTA levels in samples from Nyamakima outlet were below the detection limit of HPLC (0.03 µg/L). Though levels are lower than maximum allowable limits for OTA in cereals in the European Union (5 µg/kg) and United Kingdom (10 µg/kg), chronic exposure can have serious health risk. The study provides baseline data on the levels of OTA in finger millet, sorghum and wheat grains retailed in Nairobi County, Kenya. The information creates awareness on the potential health risk associated with chronic exposure to OTA from cereals.