The study examined the effect of macroeconomic shocks on inflation among selected oil producing African countries. The study uses time series data spanning from 1990 to 2020. These variables used includes inflation, interest rate, exchange rate, gdp, and global oil price. Variables were tested for stationarity using both Augmented Dickey –Fuller and Phillips-Peron unit root test. Structural vector autoregressive model was estimated in determining the shock effect of macroeconomic variable to achieve the specific objective of the study. The result of unit root tests for stationarity of the variables reveals a mixture of order of integration of the variables at different level of stationarity. Co integration test result indicates the existence of Co integration relation among the variables. While cross sectional dependence test accepts the null hypothesis of no cross sectional dependence against the alternative hypothesis. Impulse response function result indicates that a one-unit shock to oil price has a significant impact on macroeconomic variables. This study recommends that oil producing African countries should resort to implement shocks absorbing policy mechanism to cater for the impact of global oil price fluctuation and its attendant effect on domestic prices of goods and services among others.