Although you typically avoid convection for cakes and breads, you can absolutely make your cornbread in a convection oven or air fryer! Convection ovens and air fryers are a great way to cook many of our favorite foods quickly. With cakes and bread, however, especially ones with delicate batter and fragile dough, they don't always cook evenly in a convection oven. Luckily, cornbread is such a great side dish that bakes evenly in convection ovens and air fryers because the batter is thick and hearty.