Peri-urban agriculture is still the subject of intense debate as regards its viability, its efficiency in urban food supply relative to rural production, and the rationale for the state to protect it from urban development. The paper investigates the role of urban horticulture in the supply of African and Asian cities and the importance of maintaining proximity between farmers and consumers of vegetables. It draws on insights of spatial economics as regards physical proximity and institutional economics as regards relational proximity. It is based on market surveys in various cities of Africa and South-East Asia, especially on the origin of food products, and the relationships between buyers and purchasers. The results show the importance of urban agriculture in the overall supply of the most perishable vegetables, i.e., leafy vegetables, and its complementarity with rural areas for other vegetables in seasonal supply. In addition to the advantage of quickly bringing fresh perishable products, proximity has advantages in terms of short marketing chains with low marketing costs. In some situations, it also helps in building confidence between farmers and consumers, in particular as regards vegetable safety. Finally it contributes to food sovereignty. The paper concludes by arguing why it is legitimate for the public sector to support a non-polluting multi-functional urban agriculture.