Understanding the impact of malnutrition on innate immune response in Plasmodium falciparum (Pf)-infected subjects is critical for malaria control. This study aims to investigate the nutritional status and innate immune response of Pf-infected subjects in Lagos, Nigeria. A total of 1183 patients with a history of fever or axillary temperature ≥37°C were screened microscopically for Pf at Ijede General Hospital, Lagos, Nigeria. Malnutrition was determined according to the U.S National Center for Health Statistics (NCHS) as stunting, wasting, or underweight when the Z-score is <-2 in the participants aged <20 years. Serum levels of tumor necrosis factor-alpha (TNF-α), interleukin-1β (IL-1β), and IL-12 were determined by capture ELISA while hematological parameters were measured using an automated hematology system. A total of 384 volunteers were positive for Pf, of which 114 were <20 years with a median age of 10 years. Overall malaria prevalence was 20.89%. The malnutrition rate was 89.5%; 24 (21.05%) were stunted, 30 (26.32%) were underweight, and 48 (42.11%) were wasted. Pro-inflammatory cytokine responses were not affected by the type of malaria. TNF-α was higher in participants <5 years (P = 0.001) and in malnourished patients (P < 0.05). Together, it could be deduced that nutritional status influences Plasmodium falciparum malaria outcomes and progression pattern.