Malaria and malnutrition cause high morbidity and mortality in rural sub-Saharan Africa. To explore the relationship between nutritional status and malaria, a cohort of Gambian children under 5 years of age was followed weekly during one malaria season. Anthropometric measurements were made at the beginning and at the end of the season. A total of 55/107 (51.4 per cent) children with baseline stunting, defined as having a height-for-age z-score below -2 standard deviations, subsequently experienced malaria episodes, compared to 145/380 (38.2 per cent) children who were not stunted (RR = 1.35; 95 per cent CI, 1.08-1.69; p value = 0.01). Neither wasting (weight-for-height z-score below -2 standard deviations) nor undernutrition (weight-for-age z-score below -2 standard deviations) influenced susceptibility to malaria. Adjustment for characteristics of age, sex, and ethnicity did not significantly change the risk ratios. Malaria had no effect on the nutritional status from the beginning to the end of the malaria season. Our findings suggest that chronically malnourished children may be at higher risk for developing malaria episodes.