Objective: To investigate the incidence of malnutrition in children and adolescents aged between 8 and 16 years in Zhongshan, Guangdong Province and to explore the impact of lower body mass index in early childhood on malnutrition in children and adolescents. Methods: A retrospective cohort of 2 188 students with complete data on weight and height from grade one in primary school to grade one in high school in Zhongshan were included in this analysis. Normal weight individuals with BMI lower than the 50th percentiles (P50) were defined as lower BMI, according to "Report on the Physical Fitness and Health Surveillance of Chinese School Students" in 2005. Screening Standard for Malnutrition of School-age Children and Adolescents in 2014 (WS/T 456—2014) was used to define malnutrition. Prevalence and incidence of malnutrition was calculated, and chi-square test was used to compare the difference of the incidence of malnutrition between children with BMI Results: The prevalence of malnutrition was 15.08% for children in grade one of primary school, which reached highest of 16.32% in grade two of primary school and decreased to 7.27% in grade one in high school. The annual incidence of malnutrition among students with normal weight decreased from 8.37% in grade two in primary school to 1.22% in grade one in high school. Boys with lower BMI in grade one in primary school had the incidence of malnutrition with 12.47% in grade two in primary school, while those with BMI ≥P50 had the incidence of 0.63%. Girls with lower BMI had higher incidence of malnutrition than those with BMI ≥P50. Conclusion Incident malnutrition between grade one in primary school and grade one in high school is more likely to occur in early childhood. Lower BMI in early childhood significantly increases the risk of malnutrition in children and adolescents. Malnutrition prevention should be implemented from early childhood, especially for those with lower BMI.