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Background Malaria and HIV are common causes of mortality in sub-Saharan Africa. The effect of HIV infection on morbidity and mortality in children with severe malarial anaemia was assessed. Methods Children Findings Of 847 children, 78 (9.2%) were HIV-infected. Median follow-up time was 162 days (inter-quartile range: 111, 169). HIV-infected children were more likely to die within 7 days (Hazard ratio [HR] = 2.86, 95% Confidence interval [CI] 1.30–6.29, P = 0.009) and within 28 days (HR = 3.70, 95% CI 1.91–7.17, P < 0.001) of an episode of severe malarial anaemia, and were more likely to die in the 6 months post-transfusion (HR = 5.70, 95% CI 3.54–9.16, P < 0.001) compared to HIV-uninfected children. HIV-infected children had more frequent re-admissions due to malaria within 28 days (Incidence rate ratio (IRR) = 3.74, 95% CI 1.41–9.90, P = 0.008) and within 6 months (IRR = 2.66, 95% CI 1.17 – 6.07, P = 0.02) post-transfusion than HIV-uninfected children. Conclusion HIV-infected children with severe malarial anaemia suffered higher all-cause mortality and malaria-related mortality than HIV-uninfected children. Children with HIV and malaria should receive aggressive treatment and further evaluation of their HIV disease, particularly with regard to cotrimoxazole prophylaxis and antiretroviral therapy.