Anaemia is prevalent among preschool‐aged children in Myanmar, but few epidemiological studies of anaemia at the national level were reported. Using data from the Myanmar Demographic and Health Survey 2015–2016, we examined risk factors for anaemia at household, maternal, and individual levels for children aged 6–23 months (n = 1,133) and 24–59 months (n = 2,393) separately. Survey design and sampling weights were adjusted for in multivariate regression analyses. The prevalence of anaemia was 77.2% in children aged 6–23 months and 50.8% in those aged 24–59 months. Living in geographic zones other than the hilly zone was associated with a higher odds of anaemia in both age groups (OR = 1.86–2.51 [95% lower limit > 1.0]). Maternal anaemia predicted child anaemia in a dose–response manner in both groups (6–23 months of age, OR = 2.01, 95% CI [1.38, 2.92; mild] and OR = 2.41, 95% CI [1.12, 5.19; moderate]; and 24–59 months of age, OR = 1.42, 95% CI [1.12, 1.81; mild] and OR = 2.92, 95% CI [1.91,4.46; moderate]). A maternal age of 14–24 years (ref: 25–34 years, OR = 1.67, 95% CI [1.06, 2.64]) and maternal tolerant attitude to domestic violence (OR = 1.61, 95% CI [1.13, 2.31]) predicted anaemia in children aged 6–23 months only. Younger child age (OR = 0.97, 95% CI [0.96, 0.98]), stunting (OR = 1.35, 95% CI [1.08, 1.69]) and using unimproved drinking water sources (OR = 1.38, 95% CI [1.10, 1.75]) were associated with anaemia in children aged 24–59 months. Consideration of age‐specific risks factors for child anaemia will help in planning anaemia control programmes in Myanmar.