Abstract This paper uses a choice experiment with 661 respondents in two large cities in Zambia to evaluate urban consumers’ preferences for nutrient‐fortified wheat cookies. Our results indicate that both nutrient fortification and marketing messaging tied to taste, health and energy are important attributes for discretionary food selection among urban consumers in Zambia. Using a latent class model, we identify two types of consumers: price sensitive consumers strongly interested in nutrient fortification, who respond to different types of marketing messages and are unlikely to select the opt out option; and a smaller (24%) proportion of consumers who would rather not buy cookies at all, but exhibit strong demand for nutrient fortification, and are to some extent influenced by marketing messages that highlight the taste characteristics of the product. This suggests that while demand for fortified discretionary items is high among a significant proportion of the population promoting such foods on their health or energy characteristics might be counterproductive to some consumers, potentially due to health fortification stigma previously identified in the field. Taste messaging is identified as the most effective marketing appeal across our participants.