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In sub-Saharan Africa, malaria and malnutrition are major causes of morbidity and mortality in children less than five years of age. To explore the impact of malnutrition on subsequent susceptibility to malaria, a cohort of 874 rural preschool children in Senegal was followed-up during one malaria transmission season from July through December. Data on nutritional status and Plasmodium falciparum parasitemia were collected at baseline. Malaria morbidity was monitored through weekly home visits. Wasted children (weight-for-height z-score < -2) were at lower risk of having at least one subsequent clinical malaria attack (odds ratio = 0.33; 95% confidence interval = 0.13-0.81, P = 0.02), whereas stunting (height-for-age z-score < -2) or being underweight (weight-for-age z-score < -2) was not associated with clinical malaria. Although non-biological explanations such as overprotection of wasted children by their mothers should be considered, immunomodulation according to nutritional status could explain the lower risk of malaria attack among wasted children.