A dataset for a pilot discrete choice modelling survey conducted as part of an exploratory quantitative Multi-Criteria Decision Analysis study in Kenya. The pilot explored stakeholders' preferences for six priority setting criteria (attributes) i.e., catastrophic health expenditure, congruence with existing priorities, effectiveness and safety, equity, health systems capacity requirements, and severity of disease. Data were collected, using Computer-Assisted Personal Interviews, from 24 Kenyan stakeholders (academics/researchers, patients, and health care providers) in July 2022. The dataset is open access. Any questions should be directed to our data governance committee: dgc@kemri-wellcome.org.