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Compounding systems of marginalization differentiate and shape water-related risks. Yet, quantitative water security scholarship rarely assesses such risks through intersectionality, a paradigm that conceptualizes and examines racial, gendered, class, and other oppressions as interdependent. Using an intersectionality approach, we analyze the relationships between household head gender and self-reported socio-economic status, and water affordability (proportion of monthly income spent on water) and water insecurity (a composite measure of 11 self-reported experiences) for over 4000 households across 18 low- and middle-income countries in Central and South America, Africa, and Asia. Interaction terms and composite categorical variables were included in regression models, adjusting for putative confounders. Among households with a high socio-economic status, the proportion of monthly income spent on water differed by household head gender. In contrast, greater household water insecurity was associated with lower socio-economic status and did not meaningfully vary by the gender of the household head. We contextualize and interpret these experiences through larger systems of power and privilege. Overall, our results provide evidence of broad intersectional patterns from diverse sites, while indicating that their nature and magnitude depend on local contexts. Through a critical reflection on the study’s value and limitations, including the operationalization of social contexts across different sites, we propose methodological approaches to advance multi-sited and quantitative intersectional research on water affordability and water insecurity. These approaches include developing scale-appropriate models, analyzing complementarities and differences between site-specific and multi-sited data, collecting data on gendered power relations, and measuring the impacts of household water insecurity.