The 1992 Malawi and Demographic Health Survey data are used to assess the association between breast-feeding practices, socio-economic and morbidity variables, and the nutritional status of children under the age of five years using multilevel models. About 27% of under-five children in Malawi are underweight, and nearly 50% are stunted. The results of this study suggest that socio-economic factors, morbidity, and inappropriate feeding practices are some of the factors associated with malnutrition in Malawi. High socio-economic status, as measured by urban residence, the presence of modern amenities, and some maternal education, is associated with better nutritional status, whereas morbidity within two weeks before the survey is associated with low weight-for-age Z scores. Breast-feeding is almost universal and is carried on for about 21 months, but the introduction of complementary food starts much too early; only 3% of Malawian children under the age of 4 months are exclusively breastfed. Children aged 12 months or older who were still breastfeeding at the time of the survey were of lower nutritional status than those who had stopped breastfeeding. The analysis also showed a significant intra-family correlation of weight-for-age Z scores of children of the same family of about 39%.