This study aims to determine the prevalence of risk of malnutrition on admission and discharge in African hospitals, and to identify the association with selected indicators. In this multi-center prospective cohort study, adult patients from hospitals in South Africa, Kenya, and Ghana were screened on admission and discharge and contacted 3 months post-discharge. Relevant morbidity and mortality outcomes were assessed. At risk of malnutrition was indicated if NRS-2002 score ≥3. Adult patients (n = 2126; 43.11 years, IQR: 31.95–55.60; 52.2% female) were screened on admission and 61% were identified as at risk of malnutrition. The proportion of at-risk patients for the three hospitals in Kenya and Ghana (66.2%) were significantly higher than that of the three South African hospitals (53.7%) (Chi2 = 31.0; p < 0.001). Discharge risk of malnutrition was 71.2% (n = 394). Mean length of stay (LOS) was 6.46 ± 5.63 days. During hospitalization, 20.6% lost ≥5% body weight, 18.8% were referred for nutrition support, and discharge BMI (23.87 ± 7.38 kg/m2) was significantly lower than admission BMI (24.3 ± 7.3 kg/m2) (p < 0.001). Admission nutrition risk was associated with lower admission and discharge BMI (p < 0.001), longer LOS (p < 0.001), increased 3-month re-admission rates (Chi2 = 1.35; p = 0.245) and increased mortality (Chi2 = 21.68; p < 0.001). Nearly two-thirds of patients were at risk of malnutrition on admission. This was associated with longer LOS and greater hospital mortality. The nutritional status of patients deteriorated during hospitalization. Routine screening practices with appropriate nutrition support action should be implemented as a matter of urgency.