Children and adolescents are at great risk for developing iron deficiency anaemia worldwide. In the tropical areas, malaria and intestinal parasites may also play an important role in anaemia pathogenesis. This study aimed at evaluating clinical and immunological aspects of anaemia in children and adolescents with Plasmodium vivax malaria, in the Pará State, Brazil. A longitudinal study was performed in two Reference Centers for malaria diagnosis in the Brazilian Amazon in children and adolescents with malaria (n = 81), as compared to a control group (n = 40). Patients had blood drawn three times [before treatment (D0), after treatment (D7) and at the first cure control (D30)] and hemogram, autoantibody analysis (anticardiolipin, antibodies against normal RBC membrane components) and cytokine studies (TNF and IL-10) were performed. Stool samples were collected for a parasitological examination. Malaria patients had a 2.7-fold greater chance of anaemia than the control group. At D0, 66.1% of the patients had mild anaemia, 30.5% had moderate and 3.5% had severe anaemia. Positivity to intestinal helminths and/or protozoa at stool examinations had no influence on anaemia. Patients had significantly lower levels of plasmatic TNF than control individuals at D0. Low TNF levels were more prevalent among patients with moderate/severe anaemia than in those with mild anaemia and among anaemic patients than in anaemic controls. TNF levels were positively correlated with the haemoglobin rates and negatively correlated with the interval time elapsed between the onset of symptoms and diagnosis. Both plasma TNF levels and haemoglobin rates increased during the follow-up period. The IL-10 levels were lower in patients than in the controls at day 0 and decreased thereafter up to the end of treatment. Only the anti-anticardiolipin autoantibodies were associated with moderate/severe anaemia and, possibly by reacting with the parasite glycosylphosphatidylinositol (a powerful stimulator of TNF production), may have indirectly contributed to decrease the TNF levels, which could be involved in the malarial vivax anaemia of these children and adolescents. More studies addressing this issue are necessary to confirm these findings and to add more information on the multifactorial pathogenesis of the malarial anaemia.