Recent evidence suggests that certain vaccines, including Bacillus-Calmette Guérin (BCG), can induce changes in the innate immune system with non-specific memory characteristics, termed 'trained immunity'. Here we present the results of a randomised, controlled phase 1 clinical trial in 20 healthy male and female volunteers to evaluate the induction of immunity and protective efficacy of the anti-tuberculosis BCG vaccine against a controlled human malaria infection. After malaria challenge infection, BCG vaccinated volunteers present with earlier and more severe clinical adverse events, and have significantly earlier expression of NK cell activation markers and a trend towards earlier phenotypic monocyte activation. Furthermore, parasitemia in BCG vaccinated volunteers is inversely correlated with increased phenotypic NK cell and monocyte activation. The combined data demonstrate that BCG vaccination alters the clinical and immunological response to malaria, and form an impetus to further explore its potential in strategies for clinical malaria vaccine development.