The relationship between the survival time of children and several variables that affect the survival and nutritional status of children under the age of five years in the Maseru District of Lesotho was investigated. Kaplan-Meier survival probabilities, lifetables and the extended Cox proportional hazards model were used to identify factors that strongly affect malnutrition among children and survival up to the age of five. The predictor variables used for data analysis were: residential area, the literacy status of the mother, the income status of the mother, the immunisation status of the child, acute respiratory infectious diseases, diarrhoeal diseases, tuberculosis, the extent of malnutrition suffered by the child, height, weight, height for age, weight for height, weight for age and the overall health condition of the child. Results from the study showed that the extent of malnutrition was strongly related to the residential area, the literacy status of the mother and monthly household income.