Anaemia has not been well characterised among HIV-infected children in sub-Saharan Africa. Baseline prevalence and cumulative incidence of anaemia (haemoglobin < 110 g/L) were 91.7% and 100% and, for moderate anaemia (haemoglobin < 90 g/L), were 35.1% and 58.4%, respectively, among 225 HIV-infected children followed from 9 to 36 months of age. Hospitalisation, suspected tuberculosis, malaria and height-for-age Z-score < - 2 were significantly associated with moderate anaemia. Moderate anaemia and weight-for-height Z-score < - 2 were associated with mortality. Anaemia is common and associated with increased mortality in HIV-infected children.