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How has the informality of urban slums exposed a gap in policy formulation and research questions in the wake of the coronavirus disease 2019 (COVID-19) pandemic? This paper seeks to identify the appropriate questions and policy frame that would assist future researchers and policymakers on the subject of pandemics in densely populated urban settlements. The authors argue that the nexus between asking the appropriate questions and developing appropriate policy response measures during a pandemic can significantly impact the outcome of the response. The paper examines how the government of Kenya's response to the COVID-19 pandemic reveals a deep-rooted socio-economic and cultural inequality when "blanket" policies are adopted without taking into consideration the unique dynamics characterizing the society. The findings show that the effectiveness of implementing COVID-19 containment policies such as lockdowns, the cession of movement, working from home, distance learning, and social distancing are affected by other factors such as the nature of jobs, one's income levels, where someone lives, cultural beliefs, access to water, sanitation, internet, and medical facilities. This means that a significant number of people within the society experience a double tragedy from the pandemic and impact of government response measures. Yet most of the existing literature has focused on the causes, spread, and impact of the pandemic on health institutions, economies, and public health with little emphasis on the impact on policy measures especially on the vulnerable segments of the society. This paper, therefore, looks at the question of how the various public health intervention strategies disrupt or construct the livelihood of the already complex informal settlement. It provides policymakers and researchers with a number of questions that can frame policy and research during a pandemic with important consideration to urban informality.