The epidemiology of malaria in urban environments is poorly characterized, yet increasingly problematic. We conducted an unmatched case–control study of risk factors for malarial anemia with high parasitemia in urban Kisumu, Kenya, from June 2002 through February 2003. Cases (n = 80) were hospital patients with a hemoglobin level = 8 g/dL and a Plasmodium parasite density = 10,000/µL. Controls (n = 826) were healthy respondents to a concurrent citywide knowledge, attitude, and practice survey. Children who reported spending at least one night per month in a rural area were especially at risk (35% of cases; odds ratio = 9.3, 95% confidence interval [CI] = 4.4–19.7, P < 0.0001), and use of mosquito coils, bed net ownership, and house construction were non-significant, potentially indicating that malaria exposure during rural travel comprises an important element of risk. Control of severe malaria in an urban setting may be complicated by Plasmodium infections acquired elsewhere. Epidemiologic studies of urban malaria in low transmission settings should take travel history into account.