As the African Continental Free Trade Area (AfCFTA) pursues its regional integration agenda, digital trade represents a transformative opportunity for intra-African commerce. The emergence of artificial intelligence (AI) across digital platforms including e-commerce and trade logistics has created significant efficiencies while presenting challenges in data sovereignty, privacy, algorithmic transparency, and cross-border regulatory coherence. This study examines the intersection of digital trade protocols and AI governance to inform the development of legal and policy frameworks for the AfCFTA. Employing a comparative policy analysis methodology, this paper systematically reviews national data protection laws, AI strategies, and digital trade instruments across five key African states: Nigeria, Kenya, South Africa, Egypt, and Ghana. By mapping gaps in legal definitions, data localization provisions, ethical AI frameworks, and enforcement procedures, the study identifies critical variations and opportunities for harmonization. The analysis draws on regulatory governance theory and policy convergence frameworks to assess the potential alignment of national approaches with continental objectives. This paper identifies fragmented national regulations as significant obstacles to digital trust and innovation under AfCFTA, proposing that without a coordinated and interoperable approach to governance, the continent risks undermining its digital economic potential. The study contributes both theoretically by extending regulatory governance frameworks to the African digital trade context and practically by providing actionable policy recommendations for developing a pan-African AI governance framework that promotes ethical data use while fostering an inclusive digital economy.