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A large-scale longitudinal cohort project was initiated in western Kenya in June 1992. Between June 1992 and July 1994, 1,848 children less than 15 years of age were monitored prospectively for a mean of 236 days. During this period, 12,035 blood smears were examined for malaria and only 34% were found to be negative. Parasite prevalence (all species) decreased with age (from a high of 83% among children 1-4 years old to 60% among children 10-14 years old). Even more dramatic decreases were noted in the prevalence of high density falciparum infection (from 37% among children 12-23 months old to < 1% among 10-14-year-old children) and in clinical malaria (20% to 0.3% in the same age groups). Children < 1 year of age accounted for 55% of all cases of anemia detected. Anemia was consistently associated with high density infection in children < 10 years of age (20% to 210% increased risk relative to aparasitemic children). These results demonstrate the relationship between high-density malaria infection and two clinical manifestations of malarial illness.