CONTEXT AND OBJECTIVE: Nutritional disorders are associated with health problems earlier in life. The objective here was to estimate the frequency of nutritional disorders and their risk factors among children. DESIGN AND SETTING: Cross-sectional study in nurseries at 13 day-care centers in São Paulo, Brazil. METHODS: The mothers of 482 children were interviewed, with anthropometry on these children. Children whose anthropometric indices for weight and height were greater than two standard deviations were considered to have nutritional disorders. RESULTS: Children in families with lower per capita income (odds ratio [OR]: 2.25; 95% confidence interval, CI: 1.08-4.67) and who presented neonatal risk (OR 8.08; 95% CI: 2.29-28.74), had incomplete vaccinations (OR 3.44; 95% CI: 1.15-10.31) or were male (OR 3.73; 95% CI: 1.63-8.56) were more likely to be malnourished. Children in families with lower per capita income were also less likely to be overnourished (OR 0.40; 95% CI: 0.19-0.88). Children who were exclusively breastfed for less than two months (OR 2.95; 95% CI: 1.35-6.44) or who were male (OR 2.18; 95% CI: 1.02-4.65) were also at greater risk of being overnourished. Children who presented neonatal risk (OR 3.41; 95% CI: 1.04-11.23), had incomplete vaccinations (OR 3.18; 95% CI: 1.307.76), or were male (OR 2.76; 95% CI: 1.56-4.90) were more likely to have a nutritional disorder. CONCLUSIONS: Nutritional disorders remain present in children attending nurseries in São Paulo. Actions should focus on boys, children who were exclusively breastfed for less than two months and those without up-to-date vaccinations.