Kenya still faces major challenges due to the HIV/AIDS epidemic. This study examined the association between marital status and risk of HIV infection in urban slums of Nairobi. Data were derived from a cross-sectional population-based survey nested in an ongoing Demographic Surveillance System in two urban slums in Nairobi. Descriptive statistics and multivariate logistic regression analysis were used to describe the characteristics of the sample and to assess the association between marital status and risk of HIV infection. HIV prevalence among married men and women was 10.4% and 11.1% and among divorced/separated/widowed men and women was 14.9% and 27.9%. Multivariate results showed the risk of acquiring HIV was significantly associated with being married, divorced/separated/widowed, being in the older age groups and the Luo ethnic group. There is urgent need for appropriate HIV prevention interventions targeted at the urban poor to address the high risk of HIV infections in this population.