BackgroundAlthough Zambia has achieved notable improvements in reproductive, maternal, newborn and child health (RMNCH), continued efforts to address gaps are essential to reach the Sustainable Development Goals by 2030. Research to better uncover who is being most left behind with poor health outcomes is crucial. This study aimed to understand how much more demographic health surveys can reveal about Zambia’s progress in reducing inequalities in under-five mortality rates and RMNCH intervention coverage.MethodsUsing four nationally-representative Zambia Demographic Health Surveys (2001/2, 2007, 2013/14, 2018), we estimated under-five mortality rates (U5MR) and RMNCH composite coverage indices (CCI) comparing wealth quintiles, urban‐rural residence and provinces. We further used multi-tier measures including wealth deciles and double disaggregation between wealth and region (urban residence, then provinces). These were summarised using slope indices of inequality, weighted mean differences from overall mean, Theil and concentration indices.ResultsInequalities in RMNCH coverage and under-five mortality narrowed between wealth groups, residence and provinces over time, but in different ways. Comparing measures of inequalities over time, disaggregation with multiple socio-economic and geographic stratifiers was often valuable and provided additional insights compared to conventional measures. Wealth quintiles were sufficient in revealing mortality inequalities compared to deciles, but comparing CCI by deciles provided more nuance by showing that the poorest 10% were left behind by 2018. Examining wealth in only urban areas helped reveal closing gaps in under-five mortality and CCI between the poorest and richest quintiles. Though challenged by lower precision, wealth gaps appeared to close in every province for both mortality and CCI. Still, inequalities remained higher in provinces with worse outcomes.ConclusionsMulti-tier equity measures provided similarly plausible and precise estimates as conventional measures for most comparisons, except mortality among some wealth deciles, and wealth tertiles by province. This suggests that related research could readily use these multi-tier measures to gain deeper insights on inequality patterns for both health coverage and impact indicators, given sufficient samples. Future household survey analyses using fit-for-purpose equity measures are needed to uncover intersecting inequalities and target efforts towards effective coverage that will leave no woman or child behind in Zambia and beyond.Supplementary InformationThe online version contains supplementary material available at 10.1186/s12939-023-01901-x.