To identify missed opportunities in HIV prevention, diagnosis, and linkage to care, we enrolled 183 hospitalized, HIV-infected, ART-naïve Kenyan children 0–12 years from four hospitals in Nairobi and Kisumu, and reviewed prevention of mother-to-child transmission of HIV (PMTCT), hospitalization, and HIV testing history. Median age was 1.8 years (IQR = 0.8, 4.5). Most mothers received HIV testing during pregnancy (77%). Among mothers tested, 60% and 40% reported HIV-negative and positive results, respectively; 33% of HIV-diagnosed mothers did not receive PMTCT antiretrovirals. First missed opportunities for pediatric diagnosis and linkage were due to failure to test mothers (23.1%), maternal HIV acquisition following initial negative test (45.7%), no early infant diagnosis (EID) or provider-initiated testing (PITC) (12.7%), late breastfeeding transmission (8.7%), failure to collect child HIV test results (1.2%), and no linkage to care following HIV diagnosis (8.7%). Among previously hospitalized children, 38% never received an HIV test. Strengthening initial and repeat maternal HIV testing and PITC are key interventions to prevent, detect, and treat pediatric HIV infections.