The double burden of malnutrition (DBM) has emerged as an important health problem in sub-Saharan Africa. The rise of the DBM and the increase in ultra-processed food consumption are linked. Policy makers face a dilemma. On the one hand, purchases of processed food are driven by long-term factors, such as urbanization, increased income, and employment changes, and thus policy cannot change the pursuit of convenience and labor-saving food. Moreover, much processed food, like packaged milk, is a boon to nutrition, and the processed food system is a major source of jobs for women. On the other hand, the portion (some 10–30%) of processed food that is ultra-processed is a public health challenge, and policy must address its detrimental effects on disease burden. The global experience suggests that double duty actions are most important as are selected policies focused on healthy weaning foods for addressing stunting and taxes on SSBs, nutrition labeling, and other measures can steer consumers away from unhealthy ultra-processed foods to addressing obesity and possibly child nutrition and stunting. We recommend that African governments consider these policy options, but note that the current extreme fragmentation of the processing sector, consisting of vast numbers of informal SMEs in sub-Saharan Africa, and the limited administrative/implementation capacity of many African governments require pursuing this path only gradually.