Over the last decades, malaria has declined substantially in The Gambia but its transmission has not been interrupted. In order to better target control interventions, it is essential to understand the dynamics of residual transmission. This prospective cohort study was conducted between June 2013 and April 2014 in six pairs of villages across The Gambia. Blood samples were collected monthly during the transmission season (June-December) from all residents aged ≥6 months (4,194 individuals) and then in April (dry season). Entomological data were collected monthly throughout the malaria transmission season. Ownership of Long-Lasting Insecticidal Nets was 71.5% (2766/3869). Incidence of malaria infection and clinical disease varied significantly across the country, with the highest values in eastern (1.7/PYAR) than in central (0.2 /PYAR) and western (0.1/PYAR) Gambia. Malaria infection at the beginning of the transmission season was significantly higher in individuals who slept outdoors (HR = 1.51, 95% CI: 1.02-2.23, p = 0.04) and in those who had travelled outside the village (HR = 2.47, 95% CI: 1.83-3.34, p <0.01). Sub-patent infections were more common in older children (HR = 1.35, 95% CI: 1.04-1.6, p <0.01) and adults (HR = 1.53, 95% CI: 1.23-1.89, p<0.01) than in younger children. The risk of clinical malaria was significantly higher in households with at least one infected individual at the beginning of the transmission season (HR = 1.76, p<0.01). Vector parity was significantly higher in the eastern part of the country, both in the south (90.7%, 117/129, p<0.01) and the north bank (81.1%, 227/280, p<0.01), than in the western region (41.2%, 341/826), indicating higher vector survival. There is still significant residual malaria transmission across The Gambia, particularly in the eastern region. Additional interventions able to target vectors escaping Long-Lasting Insecticidal Nets and indoor residual spraying are needed to achieve malaria elimination.