Energy infrastructure development in Sub-Saharan Africa represents both a critical necessity and a formidable financing challenge. The region faces significant energy deficits that constrain industrialization, social development, and inclusive growth, yet the high capital intensity and long payback horizons of landmark projects deter investment. Traditional credit appraisal and risk assessment frameworks often prove inadequate in this context, as they rely heavily on conventional financial ratios and historical credit data that are either absent or insufficiently reflective of local realities. Sub-Saharan Africa’s financing environment is further complicated by foreign exchange volatility, political and regulatory risks, and operational uncertainties, which together elevate the perceived risk profile of energy projects and limit access to affordable capital. This explores innovative credit appraisal and risk modelling approaches that can better capture the complexities of energy infrastructure financing in the region. Emerging methodologies such as predictive analytics, machine learning, and alternative data integration offer new pathways for evaluating project viability and borrower creditworthiness. Incorporating data from satellite imagery, mobile money transactions, and utility payment histories can provide more granular insights into demand patterns and repayment potential. Dynamic stress testing enables forward-looking analysis of macroeconomic shocks, while Environmental, Social, and Governance (ESG) integration ensures that projects align with sustainability and impact goals. Advanced risk modelling frameworks further enhance resilience by leveraging blended finance instruments, portfolio diversification strategies, and blockchain-enabled transparency mechanisms. Case studies from renewable energy and large-scale power projects demonstrate the effectiveness of these tools in improving bankability, reducing default risk, and attracting both private and multilateral capital. By advancing beyond traditional appraisal methods, innovative models can unlock transformative financing for energy infrastructure, strengthen investor confidence, and accelerate the region’s transition toward reliable, inclusive, and sustainable energy systems.