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The 'double burden of malnutrition' is a global health challenge that increasingly affects populations in both low‐ and middle‐income countries (LMICs). This phenomenon refers to the coexistence of undernutrition and overweight or obesity, as well as other diet‐related non‐communicable diseases, in the same population, household or even individual. While noteworthy progress has been made in reducing undernutrition in some parts of the world, in many of these areas, the prevalence of overweight and obesity is increasing, particularly in urban areas, resulting in greater numbers of people who were undernourished in childhood and have overweight or obesity in adulthood. This creates a complex and challenging situation for research experts and policymakers who must simultaneously address the public health burdens of undernutrition and overweight/obesity. This review identifies key challenges and limitations in the current research on the double burden of malnutrition in individuals, including the need for a more comprehensive and nuanced understanding of the drivers of malnutrition, the importance of context‐specific interventions and the need for greater attention to the food environment and food systems. We advocate for the re‐evaluation of research strategies and focus, with a greater emphasis on multidisciplinary and systems approaches and greater attention to the synergistic relationship between the biological, environmental, commercial and socio‐economic determinants of malnutrition. Addressing these key challenges can enable us to better comprehend and tackle the multifaceted and dynamic issues of the double burden of malnutrition, particularly in individuals and work towards more effective and sustainable solutions. [ABSTRACT FROM AUTHOR]