Food insecurity remains a vital concern in Kenya. Vulnerable members of the population, such as children, the elderly, marginalised ethnic minorities, and low-income households, are disproportionately affected by food insecurity. Following the pioneering work of Sen, which examined exposure to food insecurity at a household level using his “entitlement approach”, this paper estimates households’ vulnerability to food insecurity. In turn, the outcome variable is decomposed in order to explain the food insecurity gap between households classified as “marginalised” and “non-marginalised”. We applied the Oaxaca-Blinder decomposition method to examine vulnerability to food insecurity and, in particular, contributions of observed differences in socio-demographic characteristics (endowments) or differences in the returns to these characteristics, which, in our context, is associated with poor public services and infrastructure in the vicinity of the household. The results indicated that differences in vulnerability to food insecurity were mainly attributable to observed differences in socio-demographic characteristics such as education, age, and household income. Therefore, policies seeking to attain equity by investment into targeted household characteristics in terms of access to food and other productive resources could effectively combat food insecurity. For example, policymakers could develop programs for household inclusiveness using education and social protection programs, including insurance schemes against risk of endowment loss.