Children who received iron had a better CD4 percentage response at 3 months, but an increased incidence of malaria at 6 months (incidence rate, 120.2 vs. 71.7; adjusted incidence rate ratio [aIRR], 1.81 [95% CI, 1.04–3.16]; p = 0.04), especially during the first 3 months (incidence rate, 78.1 vs. 36.0; aIRR, 2.68 [95% CI, 1.08–6.63]; p = 0.03). This evidence concerns the gene CD4 and malaria.