Exhibit 31.1



Certification of Chief Executive Officer



I, James C. Baker, Jr., Chief Executive Officer of Kayne Anderson BDC,
Inc. (the “Company”), certify that:



| | 1. | I have reviewed this Annual Report on Form 10-K of the
Company;
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| | 2. | Based on my knowledge, this report does not contain any untrue
statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under
which such statements were made, not misleading with respect to the period covered by this report;
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| | 3. | Based on my knowledge, the financial statements, and other financial
information included in this report, fairly present in all material respects the financial condition, results of operations and cash
flows of the Company as of, and for, the periods presented in this report;
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| | 4. | The Company’s other certifying officer and I are responsible
for establishing and maintaining disclosure controls and procedures (as defined in Exchange Act Rules 13a-15(e) and 15d-15(e))
and internal control over financial reporting (as defined in the Exchange Act Rules 13a-15(f) and 15d-15(f) for the Company and have:
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| | (a) | Designed such disclosure controls and procedures, or caused
such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the Company,
including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which
this report is being prepared;
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| | (b) | Designed such internal
control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide
reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes
in accordance with generally accepted accounting principles;
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| | (c) | Evaluated the effectiveness
of the Company’s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the
disclosure controls and procedures, as of the end of the period covered by this report based on such evaluation; and
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| | (d) | Disclosed in this report any change in the Company’s internal
control over financial reporting that occurred during the Company’s most recent fiscal quarter (the Company’s fourth fiscal
quarter in the case of an annual report) that has materially affected, or is reasonably likely to materially affect, the Company’s
internal control over financial reporting; and
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| | 5. | The Company’s other certifying officer and I have disclosed,
based on our most recent evaluation of internal control over financial reporting, to the Company’s auditors and the audit committee
of the Company’s board of directors (or persons performing the equivalent functions):
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| | (a) | All significant deficiencies and material weaknesses in the
design or operation of internal control over financial reporting which are reasonably likely to adversely affect the Company’s
ability to record, process, summarize and report financial information; and
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| | (b) | Any fraud, whether or not material, that involves management
or other employees who have a significant role in the Company’s internal control over financial reporting.
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|Date: March 10, 2022 | By: | /s/ James C. Baker, Jr.                                  
|-------------------- | --- | ---------------------------------------------------------
|                     |     | James C. Baker, Jr.                                      
|                     |     | Chief Executive Officer
    (Principal Executive Officer)