Dengue (DEN) and yellow fever (YF) are re-emerging in East Africa, with contributing drivers to this trend being unplanned urbanization and increasingly adaptable anthropophilic Aedes (Stegomyia) vectors. Entomological risk assessment of these diseases remains scarce for much of East Africa and Kenya even in the dengue fever-prone urban coastal areas. Focusing on major cities of Kenya, we compared DEN and YF risk in Kilifi County (DEN-outbreak-prone), and Kisumu and Nairobi Counties (no documented DEN outbreaks). We surveyed water-holding containers for mosquito immature (larvae/pupae) indoors and outdoors from selected houses during the long rains, short rains and dry seasons (100 houses/season) in each County from October 2014-June 2016. House index (HI), Breteau index (BI) and Container index (CI) estimates based on Aedes (Stegomyia) immature infestations were compared by city and season. Aedes aegypti and Aedes bromeliae were the main Stegomyia species with significantly more positive houses outdoors (212) than indoors (88) (n = 900) (χ2 = 60.52, P < 0.0001). Overall, Ae. aegypti estimates of HI (17.3 vs 11.3) and BI (81.6 vs 87.7) were higher in Kilifi and Kisumu, respectively, than in Nairobi (HI, 0.3; BI,13). However, CI was highest in Kisumu (33.1), followed by Kilifi (15.1) then Nairobi (5.1). Aedes bromeliae indices were highest in Kilifi, followed by Kisumu, then Nairobi with HI (4.3, 0.3, 0); BI (21.3, 7, 0.7) and CI (3.3, 3.3, 0.3), at the respective sites. HI and BI for both species were highest in the long rains, compared to the short rains and dry seasons. We found strong positive correlations between the BI and CI, and BI and HI for Ae. aegypti, with the most productive container types being jerricans, drums, used/discarded containers and tyres. On the basis of established vector index thresholds, our findings suggest low-to-medium risk levels for urban YF and high DEN risk for Kilifi and Kisumu, whereas for Nairobi YF risk was low while DEN risk levels were low-to-medium. The study provides a baseline for future vector studies needed to further characterise the observed differential risk patterns by vector potential evaluation. Identified productive containers should be made the focus of community-based targeted vector control programs.