The HIV epidemic in sub-Saharan Africa has caused many children to become orphaned and vulnerable. Recent studies show that orphaned and vulnerable children (OVC) lack the basic necessities for survival and development. These children are particularly at high risk of poor health and poverty. Although the poor health outcomes of these children are well documented, the complexities of the factors that mediate their health outcomes have not been systematically studied. The aim of this paper is to examine how the complex relationships between and within the proximate and socio-economic determinants mediate the poor health outcomes of children through their OVC status. The analyses considered graphical chain modelling of morbidity data from a sample of 3745 children aged below five years from the 2005 Rwandan Demographic and Health Survey. The results show that OVC status influences the risk of childhood morbidity both directly and indirectly and also as a conduit through which other significant proximate factors and socio-economic factors operate.