This paper examines the application of ARIMA model on forecasting Infant Mortality Rate (IMR) in Nigeria. It undertakes a comparison of Male and Female. The data used were obtained from the website of the World Bank. The data consist of annual Infant Mortality Rate (per 1000 live births) on Male and Female from 1980 to 2019. Akaike’s Information Criterion (AIC) was used to select the best model and Time Series Plot, Residual Plot and the Histogram for Residuals were used to check the forecast adequacy of the selected models. The results of this study showed that the Infant Mortality Rate (IMR) on Male and Female attain stationarity after the second differencing. ARIMA (2,2,0) with AIC of -9.94 and ARIMA (1,2,0) with AIC of -13.10 were selected for forecasting Infant Mortality Rate for Male and Female respectively. The results further showed that the selected ARIMA models are adequate for forecasting male and female Infant Mortality Rate, and that by 2030, Male infant mortality rate will decline to 58.54 per 1000 live births while Female infant mortality rate will decline to 44.50 per 1000 live births.