<p>Over the last thirty years, capital flight and state fragility have been two salient phenomena in Africa. Although literature can help us understand these phenomena, few studies have investigated the link between them. This study examines the effect of state fragility on capital flight in 30 African countries from 2006 to 2018 using principal components analysis (PCA), pooled OLS, the between estimator, two-stage least squares (2SLS), and dynamic panel threshold regression. PCA reveals that social, political, and cohesion components are the most important dimensions of state fragility in Africa. Econometric analysis shows that state fragility is positively and significantly associated with capital flight in Africa. Specifically, the cohesion and political dimensions of state fragility are the most important drivers of capital flight in Africa. After controlling for potential nonlinearities, we find that this result is robust only for the most fragile countries, particularly those with a standardized FSI index above 0.481. These findings suggest that African governments would benefit from adopting a multi-pronged approach to reducing state fragility, with a focus on the political and social dimensions, in order to effectively address capital flight.</p>