The number of urban poor is increasing quickly in West Africa, yet food security early warning systems still do not include urban areas. One reason is the lack of appropriate and internationally agreed-upon indicators to measure urban household food insecurity. Our objective was to assess the performance of the household food insecurity access scale (HFIAS) and an index-member’s dietary diversity score (IDDS) to approximate the adequacy of urban households’ diets. A survey was performed on a random cluster sample of 1056 households in Ouagadougou, Burkina Faso. Data on HFIAS and IDDS and 2 nonconsecutive household quantitative 24-h recalls were collected twice, in June-July and in November-December 2007. Diet adequacy was assessed through the household’s mean adequacy ratio (MAR) using energy and 11 micronutrients. Structural equation modeling was used to quantify the association of each candidate indicator with the MAR and receiver-operating characteristic (ROC) analyses were performed to assess their targeting performance in predicting low or high MAR. HFIAS was negatively associated with the MAR [path coefficient (P) = -7.95 × 10-3 ± 1.45 × 10-3; P < 0.001], whereas IDDS was positively associated with it (P = 5.19 × 10-2 ± 1.27 × 10-2; P < 0.001). Areas under the ROC curves ranged from 0.585 to 0.661 for HFIAS and from 0.536 to 0.629 for IDDS. In conclusion, HFIAS and IDDS performed well in approximating adequacy of urban households’ diets. They are informative indicators about urban food insecurity, promising for evaluation and monitoring but not for household targeting given their insufficient predictive power.