Malnutrition affects many children and is a leading cause of childhood mortality and non-fatal health loss. Zambia has one of the highest rates of malnutrition in the world. About half of the Zambian children are stunted while one in five is underweight. Prevalence of wasting is much lower. This article examines the determinants of nutritional status among children aged below five years in Zambia using data from a national cross-sectional survey conducted in 2006. Multivariate analysis is used to quantify the effects of several household and child-specific socioeconomic and demographic factors on nutritional status, as well as a geographic context (community level) fixed effect. Our analysis indicates that household expenditure is a leading determinant of nutritional status of a child. Further, the positive effect of parental education was observed. Children become more malnourished as they get older than 18 months. Poor nutrition falls disproportionately on rural children, after all other included covariates were controlled for. The significance of the geographic context suggests an underlying ecological pattern to malnutrition besides the individual and households factors. Understanding the determinants of poor nutritional attainment can provide insights in designing interventions for reducing the high levels of child malnutrition in Zambia.