Approximately five million children die each year from preventable causes, including respiratory infections, diarrhea, and malaria. Roughly half of those deaths are attributable to undernutrition, including micronutrient deficiencies (MNDs). The influence of infection on micronutrient status is well established: The inflammatory response to pathogens triggers anorexia, while pathogens and the immune response can both alter nutrient absorption and cause nutrient losses. We review the roles of vitamin A, vitamin D, iron, zinc, and selenium in the immune system, which act in the regulation of molecular- or cellular-level host defenses, directly affecting pathogens or protecting against oxidative stress or inflammation. We further summarize high-quality evidence regarding the synergistic or antagonistic interactions between MNDs, pathogens, and morbidity or mortality relevant to child health in low- and middle-income countries. We conclude with a discussion of gaps in the literature and future directions for multidisciplinary research on the interactions of MNDs, infection, and inflammation.