This study examines investor herding behavior in 17 African stock markets from 2009 to 2022, focusing on herding dynamics during crises (such as the European Debt Crisis, Arab Spring uprising, Ebola outbreak, Brexit, and Covid-19 pandemic). Using state-space models to extract time series of herd dynamics, we observe statistically significant but slightly negative/adverse herding during normal times. Interestingly, there is no evidence of increased herding behavior in African markets during recent hard times. However, short-lived highly pronounced episodes of adverse herding occur during crisis periods, with external crises having greater impact on herding than internal crises in Africa.