BACKGROUND: Malaria in pregnancy is prevalent in Sub-Saharan Africa. The first trimester of pregnancy is a critical period and the best preventive measure is Long Lasting Insecticidal Nets (LLIN). Unfortunately, few studies have been conducted which focuses on the usage and efficacy of LLIN on malaria prevention during the first trimester. METHODS: We assessed the use and effectiveness of LLIN in early pregnancy in Benin and its impact on malaria infection risk. We followed-up a cohort of 240 pregnant women from pre-conception to the end of the first trimester of pregnancy in Southern Benin. Parasitological, maternal and LLIN data were actively collected before, at the beginning and end of the first trimester of pregnancy. A Cox regression model was used to determine the relationship between the time to onset of the first malaria infection and the use, physical integrity, and bio-efficacy of the LLIN, adjusted for relevant covariables. RESULTS: The good use, good physical integrity and biological efficacy of LLIN were associated with a decreased risk of occurrence of the first malaria infection in early pregnancy (HRa = 0.38; (0.18-0.80); p < 0.001; HRa = 0.59; (0.29-1.19); p < 0.07; HRa = 0.97; (0.94-1.00); p < 0.04 respectively), after adjustment for other covariates. Primi/secundigravidity and malaria infection before pregnancy were associated with a risk of earlier onset of malaria infection. CONCLUSION: The classically used LLIN's indicators of possession and use may not be sufficient to characterize the true protection of pregnant women in the first trimester of pregnancy. Indicators of physical integrity and bio-efficacy should be integrated with those indicators in evaluation studies.