Young children in low- and middle-income countries (LMICs) are vulnerable to adverse effects of household microenvironments. The UN Sustainable Development Goals (SDGs)—specifically SDG 3 through 7—urge for a comprehensive multi-sector approach to achieve the 2030 goals. This study addresses gaps in understanding the health effects of household microenvironments in resource-poor settings. It studies associations of household microenvironment variables with episodes of acute respiratory infection (ARI) and diarrhoea as well as with stunting among under-fives using logistic regression. Comprehensive data from a nationally representative, cross-sectional demographic and health survey (DHS) in Uganda were analysed. We constructed and applied the multidimensional energy poverty index (MEPI) and the three-dimensional women empowerment index in multi-variate regressions. The multidimensional energy poverty was associated with higher risk of ARI (OR = 1.32, 95% CI 1.10 to 1.58). Social independence of women was associated with lower risk of ARI (OR= 0.91, 95% CI 0.84 to 0.98), diarrhoea (OR = 0.93, 95% CI 0.88 to 0.99), and stunting (OR = 0.83, 95% CI 0.75 to 0.92). Women’s attitude against domestic violence was also significantly associated with episodes of ARI (OR = 0.88, 95% CI 0.82 to 0.93) and diarrhoea (OR = 0.89, 95% CI 0.84 to 0.93) in children. Access to sanitation facilities was associated with lower risk of ARI (OR = 0.55, 95% CI 0.45 to 0.68), diarrhoea (OR = 0.83, 95% CI 0.71 to 0.96), and stunting (OR = 0.64, 95% CI 0.49 to 0.86). Investments targeting synergies in integrated energy and water, sanitation and hygiene, and women empowerment programmes are likely to contribute to the reduction of the burden from early childhood illnesses. Research and development actions in LMICs should address and include multi-sector synergies.