The morphological differentiation of African bovids in highly fragmented zooarchaeological assemblages is a major hindrance to reconstructing the nature and spread of pastoralism in sub-Saharan Africa. Here we employ collagen peptide mass fingerprinting, known as Zooarchaeology by Mass Spectrometry (ZooMS), coupled with recently published African ZooMS reference datasets, to identify domesticates and wild bovids in Iron Age assemblages at the cave site of Panga ya Saidi in southeast Kenya. Through ZooMS we have identified all three major African livestock—sheep (Ovis aries), goat (Capra hircus) and cattle (Bos taurus)—at the site for the first time. The results provide critical evidence for the use of domesticates by resident foraging populations during the Iron Age, the period associated with the arrival of food production in coastal Kenya. ZooMS results show that livestock at Panga ya Saidi form a minor component of the assemblage compared to wild bovids, demonstrating the persistence of hunting and the secondary role of acquiring livestock in hunter-gatherer foodways during the introduction of agro-pastoralism. This study sheds new light on the establishment of food production in coastal eastern Africa, particularly the role of interactions between hunter-gatherers and neighbouring agro-pastoral groups in what was a protracted regional transition to farming.