Exercise-induced bronchospasm (EIB), a common feature of asthma in children, has been used as the outcome measure in community-based surveys of childhood asthma to circumvent difficulties arising from relative lack of objectivity in the use of questionnaires in communities with different cultural and language orientations. We report here the results of the first community-based study of childhood asthma in Kenya using EIB as the outcome measurement. The data was collected in a pilot study to develop methodology for a larger subsequent study. The survey targeted grade four children in five Nairobi City Council school each representing a neighbourhood social economic status (SES). Out of 597 eligible, 408 children took part in the study (68% participation rate). EIB defined as decline in FEV1 of 15% or more, post-exercise was found in 10.5% (95% CI; 10.3, 10.7) of the children studied, the highest rate reported so far in Africa. While boys were more likely to exhibit EIB compared to girls, the prevalence of EIB tended to decrease with age, especially among children residing in low SES neighbourhoods where the EIB prevalence rates tended to be lower compared to those among children from higher SES neighbourhoods. However, none of these differences was statistically significant. This study confirms the feasibility of undertaking exercise challenge tests in the African context and we recommend that additional studies of similar nature be carried out in other populations of Africa to explore the potential of using an exercise test as a marker of asthma in epidemiologic studies.