Climate projections indicate that persistent high temperatures and related heat stress will become a common experience in the future, across Africa. It is, therefore, important to understand challenges that might result from increasing extreme heat conditions, and how humans within urban centres can adapt. In this article, we provide a review that considers the experience of poor urban residents with extreme temperatures and adaptation strategies in relation to low-income, informal urban contexts in Africa. Our analysis is carried out across four focus countries: Nigeria, South Africa, Kenya, and Egypt. Only cursory insights exist in the context of informal settlements. We found that heat stress remains an overlooked topic in comparison to other climate change adaptation needs. Evidence shows that adaptation strategies varied and differed in framing, scale, and applied methods across the contexts. Adaptation strategies dominantly examine a broad variety of alternative building measures and, to a lesser degree, greening/nature-based strategies. It is important to highlight heat stress as a cross-cutting, focal topic in urban research in relation to informal settlements and generally broaden the spectrum. It is worthwhile to pay special attention to strategic actions and research designs that foresee win–win and co-beneficial options for local urban communities.