Malaria infection and anemia during pregnancy are the primary causes of maternal and fetal morbidity and mortality. The aims of this study were to identify risk factors for malaria infection and to assess the relationship between malaria infection and anemia in pregnant women. Two cross-sectional surveys were conducted in September 1993 and then again in May 1994 (the end of the rainy and dry seasons respectively). A total of 235 pregnant women were randomly selected from both the rural and urban areas of Bandiagara, Mali. According to results from multivariate analysis, the risk of malaria infection was significantly higher during the rainy season (OR= 4.85, 95% CI 2.42-9.75) the first trimester of gestation (OR= 2.21, 95% CI 1.00-4.87, in younger women (OR= 2.48, 95% CI 1.19-5.16), and in women living in the rural area (2.49, 95% CI 0.99-6.27). The risk of anemia was also higher during the rainy season (OR= 1.93, 95% CI 1.10-3.39, in the rural area (OR= 3.55, 95% CI 1.46-8.62). The risk of anemia was lower during the first trimester of gestational age (OR= 0.45, 95% CI 0.22-0.92). The relationship between malaria infection and anemia also varied with season. During the rainy season, the risk for anemia was similar among malaria-infected and non-infected pregnant women. In contrast, the risk was higher among infected pregnant women during the dry season (OR= 3.43, 95% CI 1.09-10.07). In conclusion, the data suggest, that earlier gestation age, living in the rural area, and young age rather than parity are important risk factors for malaria infection in pregnant women. Further, malaria infection is strongly associated with anemia in pregnant women particularly during the dry season and is most likely the cause of anemia. Thus, control measures against malaria infection should target younger rural women in their first trimester of pregnancy.