The prevalence of childhood stunting in Myanmar is one of the highest among the countries of Southeast Asia. Cross‐sectional data from the Myanmar Demographic Health Survey 2015–2016 were used to examine risk factors for stunting, wasting, and underweight among children aged 0–59 months. The prevalence of stunting, wasting, and underweight was 29.0%, 7.3%, and 19.2%, respectively. Accounting for sampling design and weights, multivariable logistic regression was conducted with 35 household, maternal, and child characteristics. Current pregnancy and maternal height <145 cm, home delivery, child's small birth size recalled by mother, and older age (ref: 0–5 months) predicted both stunting and underweight. Larger than average birth size was protective for all stunting, wasting, and underweight. Maternal body mass index <18.5 kg m−2 was a common risk factor for wasting and underweight. Lower wealth quintiles, maternal engagement in nonagricultural occupation, and male child predicted stunting only. Younger child age and not receiving vitamin A supplementation in the previous 6 months were risk factors for wasting only. Regional variation was also seen, with a higher odds of stunting in the West‐South Region, North‐East States, and West States, compared with the Central Regions. In Myanmar, socio‐economic and demographic factors, poor maternal nutritional status, and living in certain geographical locations are affecting children's undernutrition. It is recommended that interventions for growth faltering focus on the first 1,000 days of life; optimum maternal nutrition be ensured during and before pregnancy and at adolescence; societal support be provided for mothers in poverty or engaged in nonagriculture; and region‐specific undernutrition pathways be understood.