In order to study the relation between human immunodeficiency virus (HIV) infection and malaria in women, during and after pregnancy, a prospective cohort study was initiated at the Centre Hospitalier de Kigali in Rwanda through routine voluntary and confidential HIV screening in antenatal clinics. At inclusion in the cohort of all HIV-positive and an equivalent number of HIV-negative pregnant women, between 21 and 28 weeks of gestation, sociodemographic characteristics and medical history during the current pregnancy were collected; screening for malaria (tick blood smear) and anemia and a CD4 lymphocyte count were systematically performed. Each woman enrolled had a monthly follow-up until 6 months after delivery. A clinic was implemented that was accessible and free of charge to every woman during the study period between scheduled visits. Malaria infection was systematically screened in case of fever or other compatible symptoms. The cohort included 228 HIV-positive and 229 HIV-negative women. At inclusion, malaria prevalence was 8.0% in HIV-positive women and 3.5% in HIV-negative women (P < 0.04). Over the study period, the incidence of malaria was 6.2 per 100 women-months in the HIV-positive group and 3.5 in the HIV-negative group (relative risk [RR] = 1.7, 95% confidence interval [CI] = 1.4-2.3). The bulk of the difference occurred postpartum. The Kaplan-Meier 9-month probability of remaining free of malaria infection was 51.8% in HIV-positive women and 65.2% in HIV-negative women (P = 0.013). When taking account in the same multivariate model (including HIV infection, primiparity, CD4 lymphocytes, anemia, and education level), positive HIV serostatus remained the only factor significantly associated with malaria infection (RR = 1.4, CI = 1.1-1.6; P = 0.016). Our study prospectively documents the association between malaria and maternal HIV infection and highlights the increased risk of malaria occurrence in all HIV-infected women. Strategies to reduce the malaria morbidity during pregnancy should be reinforced in areas of high HIV seroprevalence.