Climate shock-related water insecurity has a significant impact on poverty, and vice versa, with poor people adversely impacted by different hazards. Many studies have focused on rural communities resulting in a lack of evidence on the vulnerability of urban dwellers. In this review, we explore the literature on the vulnerability of the urban poor to floods, droughts, and cholera in Sub-Saharan Africa. We particularly highlight the structural challenges and systemic inequalities that are increasing the vulnerability of the urban poor including the differential experiences of women and children. We conclude that poor people have: unequal opportunities to cope with shocks, being deprived from access to water services that wealthier households have; their needs are inequitably ignored; and cumulative vulnerability that reverberates climate shocks into smaller consequences that can have dramatic effects. Therefore, the pathways out of poverty are limited for the urban poor. This is not only due to factors of political economy such as the location and construction materials of houses, but also legacies of discrimination and their reproduction. Individual vulnerabilities are frequently increased due to the roles and responsibilities assigned to people of particular genders and/or ages. We find that these differential vulnerabilities are crucial yet poorly researched. There is also a lack of evidence for the manifold effects of drought on the urban poor. Building on the urban climate resilience literature we argue that policy makers and practitioners must consider who water security is for.