Anaemia is a widespread public health concern. It is estimated that globally 47 percentof young children are anaemic (WHO, 2005). In children, anaemia can impair development and increase susceptibility to infectious diseases. A lack of sufficient food rich in iron andother micronutrients are the commonest cause of the condition. Underweight is an indicator of both short and long term malnutrition and may reflect poor feeding practices or recentepisodes of illness.The paper investigates the link between children's nutritional status (weight-for-age)and anaemia. It aims to answer two the research questions:(1) Is anaemia endogenous to weight-for-age? (2) What are common observed socioeconomic and demographic risk factorsassociated with weight-for-age for anaemic and not anaemic children? An observed correlation between unobserved covariates that might influence bothanaemia and weight-for-age was tested to check whether endogeneity exists in order that theappropriate model could be used. This study uses a cross-sectional study of 2,479 children aged between 6 and 54months from the Democratic Republic of Congo. Initially, 24% of children were classified asunderweight and 71% were anaemic. Endogenous switching regression models with Full Information Maximum Likelihood were fitted to the data. The rationality of applying an endogenous switching regression model is that it captures the direct effects of individual observed variable included in the models and theindirect influence of correlated unobserved factors for both weight-for-age and anaemia. Ifthese were ignored then there could be bias in the estimates of the effect of the observed individual variables.The results indicate that anaemia is significantly associated with child nutritional status(weight-for-age) and most of the risk factors associated with anaemia are also found to berelated with weight-for-age. These include age, sex, maternal level of education, whether themother is anaemic and household wealth status