The objective of this study was to investigate the association between the prevalence of exclusive breastfeeding and morbidity (diarrhoeal diseases and acute respiratory infection) in infants aged 0-3 month(s) using the Multiple Indicator Cluster Survey (MICS) 2003 data from Bangladesh. The study population included 1,633 infants aged 0-3 month(s). The prevalence of diarrhoea and acute respiratory infection was compared using the chi-square tests between infants aged 0-3 month(s) who were exclusively breastfed and infants who were not exclusively breastfed. Logistic regression was used to adjust for confounders and for calculating adjusted odds ratios. To adjust for cluster sampling and reduced variability, the adjusted chi-square value was divided by the design effect, and a re-estimated p value was calculated. The prevalence of diarrhoea and acute respiratory infection in this sample of 0-3-month old infants in Bangladesh was 14.3% and 31.2% respectively. The prevalence of both illnesses was significantly associated with lack of exclusive breastfeeding. The adjusted odds ratio for diarrhoea was 0.69 (95% confidence interval [CI] 0.49-0.98, p=0.039), and the adjusted odds ratio for acute respiratory infection was also 0.69 (95% CI 0.54-0.88, p=0.003). Only 192 infants (11.7% of total sample) were exclusively breastfed at the time of interview, and 823 infants (50.3%) were never exclusively breastfed. The prevalence of prelacteal feeding was 66.6%. The results confirmed a protective effect of exclusive breastfeeding against infectious diseases-related morbidity in infancy and showed that frequently-collected cross-sectional datasets could be used for estimating effects. The low prevalence of exclusive breastfeeding in Bangladesh needs to be improved to decrease child morbidity.