Addis Ababa, capital of Ethiopia, is the highest capital city at 2355 metres or 7726 feet and Asmara, capital of Eritrea (formerly part of Ethiopia until the 1990s), is second at 2325 m or 7638 ft.

They are a long way below the highest capital city in the world, La Paz, Bolivia, at 3642 m or 11942 ft and Quito, Ecuador, at 2850 m or 9350 ft.

Next in Africa are Nairobi (Kenya) at 1795 or m 5889 ft, Windhoek (Namibia) at 1721 m or 5646 ft, Maseru (Lesotho) at 1673 m or 5,489 ft and Kigali (Rwanda) at 1567 m or 5141 ft.

More Info: en.wikipedia.org