Exclusive breastfeeding (EBF) is optimal for infant health and is associated with decreased risk of mother-to-child HIV transmission compared with mixed feeding of breast milk and other foods. To investigate why many women stop EBF before the recommended 6 months, maternal and infant health and infant-feeding data were collected from 177 HIV-infected and 177-uninfected Zambian women regularly from 34 weeks gestation to 16 weeks postpartum. Despite strong support for good breastfeeding practice, only 37% of women were still EBF at week 16. Factors significantly associated with shorter duration of EBF were primiparity, maternal systemic illness, and infant length at 6 weeks. The results suggest that the association of EBF with lower rates of mother-to-child HIV transmission may not be causal but may be secondary to the reduced duration of EBF associated with poor maternal or infant health. Programs supporting EBF should include support for maternal health.