Undernutrition among children is one of the most important health problems in developing countries. In order to understand the complex pathways affecting undernutrition which is crucial for policy interventions, one needs to explicitly model the dependence chain of immediate, intermediate, and underlying factors affecting undernutrition. Graphical chain models are used here to investigate the determinants of undernutrition in Benin and Bangladesh. While the dependence chain affecting undernutrition contains many common elements, the influence of demographic, cultural, and socioeconomic factors seems to have stronger direct and indirect influences in Benin than in Bangladesh, where many socioeconomic and gender related factors have a more direct influence on undernutrition.