The efficacy of a well-operated day care center in providing better nutrition to poor children in Brazil was assessed. We collected data for 9 months from 180 under-five children attending a day care center located in a slum. Every working day each child received at least 100% of the age-group recommended dietary allowances plus iron fortified milk and, every six months, treatment for helminth infections. Statistical analyses were restricted to the 168 children (93%) who had measurements from at least five months. As outcome variables, weight-for-height, height-for-age, and weight-for-age Z scores were dichotomized so that a Z score < -1 indicated a child was at risk of malnutrition. We examined the proportion of children at nutritional risk in each month and used multivariate statistical techniques to adjust for confounding and to account for intra-subject correlation. The percentage of children at nutritional risk decreased over time, from 10.1% to 3.4% for weight for height, 29.8% to 15.2 % for weight for age, and from 50.0% to 44.8% for height for age. Most of the reduction took place between the third and fourth months of enrollment. The correlated data models for the three dichotomized outcomes showed a two to three-fold reduction in the occurrence of wasting and underweight. We concluded that attendance to well-operated daycare protects against nutritional risk, and approximately four months are required for a benefit to be seen.