The Turkana Basin of northwestern Kenya is well known for its rich Neogene–Quaternary vertebrate fossil record; however, it also represents one of the few locations in sub-Saharan Africa where Cretaceous vertebrate fossils, including dinosaurs and other archosaurs, are preserved. These Cretaceous deposits are colloquially referred to as the ‘Turkana Grits’, and assumed to be Cretaceous in age based on their limited biostratigraphy. The ‘Turkana Grits’ are overlain by Palaeogene volcanic rocks (<35 Ma), which are widely considered to record the earliest evidence of plume-related volcanism in the East African Rift System. In this study, we present the results of an integrated sedimentary provenance investigation of two units within the ‘Turkana Grits’ called the Lapur and Muruanachok sandstones. Analysis of U–Pb ages and Lu–Hf initial ɛHf(t) values from 1106 detrital zircons demonstrate that sediments are primarily derived from Neoarchaean and Neoproterozoic basement sources, except for six Palaeogene grains from the upper Lapur Sandstone, which are of unknown provenance. Considered together, these data point to the Mozambique Belt, which makes up the nearby rift flanks, as the primary provenance source. This is consistent with palaeocurrent data, and suggests localized sediment input by alluvial fans, which fed into NNW-directed fluvial systems. Perhaps the most surprising finding is the identification of the late Paleocene detrital zircons, which not only demonstrate that the depositional age for the top of the formation is Paleocene rather than Cretaceous, but also provides possible evidence for the oldest Palaeogene volcanic activity within the East African Rift System.