The paper documents the practical experience of eleven African national statistical offices that tested and eventually institutionalized a methodology for producing official harmonized statistics in the area of governance, peace and security statistics between 2012 and 2017. This took place whilst the rest of the world was still debating the rationale for including this new domain in the next global development agenda. It situates Africa's successful GPS-SHaSA experiment in the context of the continent's long-standing commitment to "achieve political sovereignty through data autonomy". The paper also presents some strategic advantages of the GPS-SHaSA methodology, provides illustrations using selected targets of Africa's Agenda 2063 and Sustainable Development Goal (SDG) 16 on how the four types of data generated by the methodology can inform policymaking. It finally concludes by identifying a number of methodological, institutional, financial and communicational investments necessary for GPS statistical production by NSOs to be sustainable, in Africa and beyond.