Transdisciplinary research (TDR) approaches have been cited as essential for overcoming the intractable sustainability challenges that the world is currently facing, including air pollution, water management and climate change. However, such approaches can be difficult to undertake in practice and can consequently fail to add value. Therefore, examples of what works in practice (and what does not) are helpful to guide future research. In this study, we used a conceptual TDR framework as the basis to examine and evaluate the strengths and weaknesses of our approach in a project exploring air pollution in an informal settlement in Nairobi, Kenya. Reflection diaries exploring experiences of participation in the project were undertaken by the project team (comprising academic and community partners) at multiple time points throughout the project. These reflection diaries played an important role in evaluation and for providing space for team learning. Diaries were thematically coded according to the TDR framework to explore aspects of the project that worked well, and areas which presented challenges. We draw upon our reflections, and the extant literature, to make practical recommendations for researchers undertaking TDR projects in future. Recommendations focus on three key project stages (pre-funding, funded period, post-funding) and include; building the team in a way that includes all key stakeholders in relevant and appropriate roles, giving everyone sufficient time to work on the project, and ensuring regular and open communication. Building these recommendations into the design and delivery of transdisciplinary sustainability science projects will support progress towards achieving the Sustainable Development Goals (SDGs).