Early life feeding practices can directly affect the growth, development, and survival of a child. This study aimed to estimate the frequency of and factors associated with exclusive breastfeeding (EBF) in the first month of life among Amazonian infants. We used data of 1,523 mother-child pairs of the MINA-Brazil birth cohort study. Mothers were interviewed soon after delivery at baseline and by telephone at 30–45 days postpartum (n = 962, 63.2% of those eligible). Kaplan-Meier survival analysis and accelerated failure-time (AFT) models were used to estimate the probability of EBF and the factors associated with EBF duration in the first month. At 30 days of age, 36.7% of the studied population (95% confidence interval [CI] 33.6–39.8) were exclusively breastfed, with a median duration of 16 days. Considering all eligible children for follow-up, the probability of EBF in the first month was 43.7% (95% CI 40.4–46.8), and the median duration was 30 days. The duration of EBF (time-ratio, TR) was 28% longer among multiparous mothers (TR 1.28; 95% CI 1.11–1.48). The use of a pacifier and the occurrence of wheezing were associated with a reduced EBF duration by 33% (TR 0.67; 95% CI 0.58–0.77) and 19% (TR 0.80; 95% CI 0.70–0.93), respectively. These results highlight that EBF among children in the Brazilian Amazon is considerably below international recommendations, and indicate the immediate need to plan and implement actions to promote and support breastfeeding early in life.