In this study, we examine the concepts of spatial dependence and spatial heterogeneity in the effect of macro-level and micro-level factors on stunting among children aged under five in Uganda. We conducted a cross-sectional analysis of 3624 Ugandan children aged under five, using data from the 2016 Ugandan Demographic and Health Survey. Multilevel mixed-effect analysis, spatial regression methods and multi-scale geographically weight regression (MGWR) analysis were employed to examine the association between our predictors and stunting as well as to analyse spatial dependence and variability in the association. Approximately 28% of children were stunted. In the multilevel analysis, the effect of drought, diurnal temperature and livestock per km2 on stunting was modified by child, parent and household factors. Likewise, the contextual factors had a modifiable effect on the association between child’s sex, mother’s education and stunting. The results of the spatial regression models indicate a significant spatial error dependence in the residuals. The MGWR suggests rainfall and diurnal temperature had spatial varying associations with stunting. The spatial heterogeneity of rainfall and diurnal temperature as predictors of stunting suggest some areas in Uganda might be more sensitive to variability in these climatic conditions in relation to stunting than others.