Thorough investigation of the entire mammalian assemblages has not been hitherto conducted in any African city. Most studies were limited to single species causing problems to citizens or to small mammals causing health hazard. In 2011–2020, 81 mammal species were recorded in Windhoek, the capital of Namibia, although only 34 (42.0%) species occurred in the inner zone of the city (50 sq. km). The most speciose (25 species) order were rodents. Within this order the most speciose was the family Muridae (n = 13 species), while the most common rodent species were: Rhabdomys pumilio, Mastomys coucha, Gerbilliscus leucogaster, and Gerbillurus paeba. The second most speciose group of mammals were Chiroptera represented by 14 (17.3%) species in the outer zone (650 sq. km) and 8 species (23.5%) in the inner zone. Ungulates, although mostly rare or uncommon, were in the outer zone represented by eight (9.9%) species. None was, however, recorded in the inner zone. Nineteen Carnivora species (23.5%) were recorded in the outer zone, but only two of them in the inner zone. Other species recorded in Windhoek were representatives of seven other orders: Eulipotyphla (n = 4 spp.), Macroscelidea (n = 3), Lagomorpha (n = 3), Hyracoidea (n = 1), Primates (n=2), Tubulidentata (n = 1), and Pholidota (n = 1). Two species, Cynictis penicillata and Geosciurus inauris, were found to be relatively common in the inner zone. They have reached a population density (5.6 and >2.0 individuals per 100 ha, respectively) higher than in any other cities in Namibia, and probably in southern Africa at large. Despite intense searching in the inner zone, Hystrix africeaustralis and Procavia capensis were only recorded in a shrubby hill. The Procavia capensis population was estimated at 40–70 individuals. A few troops of Papio ursinus are resident only in the outer zone. The following species recorded in Windhoek are in the IUCN Red List of Threatened Species: Acinonx jubatus, Panthera pardus, Felis nigripes, Hyaena brunnea, and Smutia temminckii. Noteworthy is the absence of any alien mammal species in the inner zone, and the presence of only Mus musculus in the outer zone of the city. The protection of mammals in Windhoek, especially in the outer zone, may act as a catalyst to move the municipality governance towards a more effective biodiversity conservation.