A large-scale longitudinal cohort project was initiated in western Kenya in June 1992. The primary purpose of the project was to study Plasmodium falciparum malaria in a highly endemic area using a comprehensive and multidisciplinary approach, which included epidemiology, entomology, and immunology. Between June 1992 and July 1994, pregnant women living in 15 rural villages were identified during a monthly census and 1,164 were enrolled. The women were followed-up throughout their pregnancy and they, along with their newborn infants and direct siblings of the infants' less than 15 years of age, were monitored over time. As of May 1995, 1,017 infants had been born to these women. This paper presents the design and general methodology used in this study and describes the initial experience with intense monitoring of a large population over a prolonged period.