Resilience has become one of the keywords in the recent scholarly and policy debates on food security. However, household resilience to food insecurity is unobservable. Therefore, the two key issues in empirical research are (i) estimating a proxy index of household resilience on the basis of observable variables and (ii) assessing whether this index is a good indicator of the construct it intends to measure, i.e. household resilience. This paper contributes to this literature providing evidence based on two case studies: Tanzania and Uganda. Specifically, the paper: (i) proposes a method to estimate a resilience index and analyses what are the most important components of household resilience, (ii) tests whether the household resilience index is a good predictor of future food security status and food security recovery capacity after a shock, and (iii) explores how idiosyncratic and covariate shocks affects resilience and household food security. The analysis shows that: (i) in both countries adaptive capacity is the most important dimension contributing to household resilience, (ii) the resilience index positively influences future household food security status, decreases the probability of suffering a food security loss should a shock occur and speeds up the recovery after the loss occurrence, and (iii) shocks do not seem to have any statistically significant impact, though this likely reflects the poor quality of data on idiosyncratic and systemic shocks.