Background: The study aimed to provide an overall picture of the general pattern of exclusive breast feeding (EBF) in sub-Saharan Africa (SSA) by examining maternal sociodemographic, antenatal and postnatal factors associated with EBF in the region, as well as explore countries variations in EBF rates. Methods: We utilised cross-sectional data from the Demographic Health Surveys in 27 SSA countries. Our study sample included 25 084 infants under 6 months of age. The key outcome variable was EBF in the last 24 h. Due to the hierarchical structure of the data, a multilevel logistic regression model was used to explore factors associated with EBF. Results: The overall prevalence of EBF in SSA was 36.0%, the prevalence was highest in Rwanda and lowest in Gabon. In the multilevel regression model, factors that were associated with increased likelihood of EBF included secondary and above maternal education, mothers within the ages of 25–34 years, rural residence, richer household wealth quantile, 4+ antenatal care visit, delivering in a health facility, singleton births, female infants, early initiation of breast feeding (EIBF), and younger infants. However, countries with higher gross national income per capita had lower EBF rates. Conclusions: To achieve a substantial increase in EBF rates in SSA, breast-feeding interventions and policies should target all women but with more emphasis to mothers with younger age, low educational status, urban residence, poor status, multiple births, and male infants. In addition, there is a need to promote antenatal care utilisation, hospital deliveries, and EIBF.