A 5-year-old immunocompetent girl presented with fever, jaundice, hepatosplenomegaly and pancytopenia. The peripheral blood smear demonstrated mixed malaria infection (Plasmodium vivax and Plasmodium falciparum). Fever was persistent despite antimalarials in the absence of any coexisting bacterial or viral infection. Laboratory findings included cytopaenia, hyperbilirubinaemia, hyperferritinaemia, hypertriglyceridaemia, hyponatraemia, deranged partial thromboplastin time, decreasing ESR and megaloblastic changes on bone marrow aspiration. A final diagnosis of haemophagocytic lymphohistiocytosis (HLH) with megaloblastic anaemia associated with severe mixed malaria was made. There was a dramatic response to corticosteroid treatment with improvement in her clinical condition. This report endorses the use of corticosteroids in malaria-associated HLH whenever there is no clinical improvement with antimalarials alone.