The Ouagadougou HDSS, located in five neighborhoods at the northern periphery of the capital of Burkina Faso, was established in 2008. Data on vital events (births, deaths, unions, migration events) are collected during household visits which have taken place every 10 months. The areas were selected to contrast informal neighbourhoods (about 40000 residents) with formal areas (about 40000 residents), with the aims of understanding the problems of the urban poor, and testing innovative programs that promote the well-being of this population. People living in informal areas tend to be marginalized in several ways: they are younger, poorer, less educated, farther from public services and more often migrants. Half of the residents live in the Sanitary District of Kossodo and the other half in the District of Sig-Nonghin. The Ouaga HDSS has been used to study health inequalities, conduct a surveillance of typhoid fever, measure water quality in informal areas, study the link between fertility and school investments, test an NGO-led program of poverty alleviation, and adapt a community-led targeting of the poor eligible for benefits to the urban context. Key informants help maintain a good rapport with the community. The Ouaga HDSS data is available to researchers under certain conditions.