The detrimental effect of climate change on health is becoming an essential topic of economic research and policymaking. The negative impact of rising temperatures and extreme weather events on children’s health outcomes and their human capital is especially concerning. This study investigates the effects of a changing climate, in terms of changes in the monthly maximum average near-surface temperature (◦C) and total monthly precipitation (mm), on children’s nutritional status in Nigeria using LSMS-ISA survey data combined with high-resolution gridded climate data. Malnutrition in children is measured in the form of stunting, underweight and wasting. Our results indicate that the changing climate is correlated with a higher probability that Nigeria’s children are malnourished – even more so in rural areas. The paper’s findings support the notion of the need for climate-friendly policies to mitigate the long-term effect of climate change on malnourishment; otherwise, climate change could reverse years of progress in lowering children’s malnutrition.