Controversies surrounding exclusive breastfeeding for the first six months of life and the risk of developing anaemia exist. Studies worldwide have indicated uncertainties on the way forward given the World Health Organization’s firm stand on exclusive breastfeeding as the most appropriate practice for infants less than six months old. In Kenya, research on anaemia status of infants below six months old is scanty. The main objective of the study was to determine the prevalence of anaemia and its associated factors among breastfeeding infants 0-6 months old in Kangemi Slums, Kenya. One hundred and thirty nine (139) breastfeeding infants aged 0-6 months and their respective mothers were recruited into a cross-sectional study. Infants’ blood was drawn from the heel while mothers’ blood was from a finger prick. Anaemia was assessed using HemoCue^® (Hemo-control, EKF-diagnostic GmbH, Barleben/Magdeburg, Germany) and defined as haemoglobin levels <11.0 and <12.0g/dl for infants and mothers, respectively. Logistic regression was used to model the associations. Anaemia prevalence (35.3%) was of moderate public health significance and was not statistically different between exclusively (36.8%) and nonexclusively (28%) breastfed infants (χ²=0.702, 1df, p=0.402). There was no significant difference in mean haemoglobin levels between infants exclusively and those nonexclusively breastfed (t=-1.040, p=0.300). A reduced estimated relative risk of anaemia (OR=0.713, 0.95 CI: 0.34-1.50) was observed among infants <4 months versus 4-6 months old. Key factors of significant positive association with anaemia among the infants included maternal nutritional status (Body Mass Index (p=0.015), haemoglobin levels (p=0.018)) and proportion of household income spent on food (p=0.026). This study concluded that there is a likelihood of exclusively breastfed infants below 6 months to be anaemic in Kenya to the extent of moderate public health significance and special attention is warranted. The study reveals maternal nutritional status, haemoglobin levels and proportion of household income as key predictors of anaemia in infants.