Bednets are thought to offer little, if any, protection against malaria, unless treated with insecticide. There is also concern that the use of untreated nets will cause people sleeping without nets to receive more mosquito bites, and thus increase the malaria risk for other community members. Regular retreatment of nets is therefore viewed as critical for malaria control. However, despite good uptake of nets, many control programmes in Africa have reported low re-treatment rates. We investigated whether untreated bednets had any protective benefit (in October and November 1996) in The Gambia where nets, although widely used, are mostly untreated. Cross-sectional prevalence surveys were carried out in 48 villages and the risk of malaria parasitaemia was compared in young children sleeping with or without nets. Use of an untreated bednet in good condition was associated with a significantly lower prevalence of Plasmodium falciparum infection (51% protection [95% CI 34–64%], P < 0.001). This finding was only partly explained by differences in wealth between households, and children in the poorest households benefited most from sleeping under an untreated net (62% protection [14–83%], P = 0.018). There was no evidence that mosquitoes were diverted to feed on children sleeping without nets. These findings suggest that an untreated net, provided it is in relatively good condition, can protect against malaria. Control programmes should target the poorest households as they may have the most to gain from using nets.