Background For children at risk of acute malnutrition, being able to predict and forecast dietary intakes and/or nutritional evolution would support decision-making, particularly in crisis settings where ground data collection is unfeasible or scant. We explored whether statistical models could offer accurate predictions of caloric intake or anthropometric (weight-for-height Z score, WHZ) changes, given intake, household food insecurity and other plausible predictors. Methods We reanalysed data from the Malnutrition and Enteric Disease (MAL-ED) multi-country (Bangladesh, Brazil, India, Nepal, Pakistan, Peru, South Africa, Tanzania) birth cohort (2009-2014), which consistently tracked household food insecurity experience, dietary intake, anthropometry, infectious disease symptoms, breastfeeding and other variables among children 9 to 35 months old. We quantified the performance on cross-validation of three models: (M1) change in WHZ as a function of household food insecurity; (M2) change in WHZ as a function of caloric intake; (M3) caloric intake as a function of household food insecurity. We compared random forests, lasso regressions, additive models and generalised boosted regressions. All models included age, sex, birth weight, urban versus rural residence, breastfeeding status and the longitudinal prevalence of diarrhoea, acute respiratory infection and fever as additional predictors. Results Altogether, M1, M2 and M3 leveraged 2957, 23,651 and 2013 longitudinal child observations, respectively. Both at country and individual level, there was low correlation among the key variables of interest. All three models featured low performance and moderate to extreme regression dilution, even when fitted to each country cohort separately. Discussion This secondary analysis based on data from a rigorous observational study suggests that statistical prediction of key variables along the causal pathway to childhood acute malnutrition may not be feasible. These negative findings may in part be explained by error in predictor measurement and the narrow range of both predictor and outcome values in the MAL-ED cohort, relative to the more extreme scenarios common to crisis settings. They also imply that mechanistic models requiring caloric intake as an input cannot rely on a statistical shortcut of this kind and must instead depend on empirical data or scenario assumptions.