OBJECTIVE: To compare the prognostic value of mid-upper arm circumference (MUAC), weight-for-height Z-score (WHZ) and weight-for-age Z-score (WAZ) for predicting death over periods of 1, 3 and 6 months follow-up in children. DESIGN: Pooled analysis of twelve prospective studies examining survival after anthropometric assessment. Sensitivity and false-positive ratios to predict death within 1, 3 and 6 months were compared for three individual anthropometric indices and their combinations. SETTING: Community-based, prospective studies from twelve countries in Africa and Asia. PARTICIPANTS: Children aged 6-59 months living in the study areas. RESULTS: For all anthropometric indices, the receiver operating characteristic curves were higher for shorter than for longer durations of follow-up. Sensitivity was higher for death with 1-month follow-up compared with 6 months by 49 % (95 % CI (30, 69)) for MUAC < 115 mm (P < 0·001), 48 % (95 % CI (9·4, 87)) for WHZ < -3 (P < 0·01) and 28 % (95 % CI (7·6, 42)) for WAZ < -3 (P < 0·005). This was accompanied by an increase in false positives of only 3 % or less. For all durations of follow-up, WAZ < -3 identified more children who died and were not identified by WHZ < -3 or by MUAC < 115 mm, 120 mm or 125 mm, but the use of WAZ < -3 led to an increased false-positive ratio up to 16·4 % (95 % CI (12·0, 20·9)) compared with 3·5 % (95 % CI (0·4, 6·5)) for MUAC < 115 mm alone. CONCLUSIONS: Frequent anthropometric measurements significantly improve the identification of malnourished children with a high risk of death without markedly increasing false positives. Combining two indices increases sensitivity but also increases false positives among children meeting case definitions.