Both iron deficiency and malaria are common in much of sub-Saharan Africa, and the interaction between these conditions is complex. To investigate the association between nutritional iron status, immunoglobulins, and clinical Plasmodium falciparum malaria, we determined the incidence of malaria in a cohort of children between the ages of 8 months and 8 years who were living on the Kenyan coast. Biochemical iron status and malaria-specific immune responses were determined during 2 cross-sectional surveys. We found that the incidence of clinical malaria was significantly lower among iron-deficient children (incidence-rate ratio [IRR], 0.70; 95% confidence interval [CI], 0.51–0.99; P<.05), that the incidence of malaria was significantly associated with plasma ferritin concentration (IRR for log ferritin concentration, 1.48; 95% CI, 1.01–2.17; P<.05), and that iron status was strongly associated with a range of malaria-specific immunoglobulins. We conclude that iron deficiency was associated with protection from mild clinical malaria in our cohort of children in coastal Kenya and discuss possible mechanisms for this protection.