Wheezing is highly prevalent in Brazil, with variations in rates and risk factors between the regions of the country. This cross-sectional study aimed to analyze the prevalence of wheezing in children under 5 years of age (n = 733) in Cuiabá, Mato Grosso State, Brazil. The study used a brief version of the standardized instrument from the International Study of Wheezing in Infants (EISL). Analysis of factors associated used logistic regression with a hierarchical approach. Prevalence of wheezing in the previous 12 months was 43.2%. Factors associated with wheezing were: lack of at least 6 months of breastfeeding (adjusted OR = 1.91; 95%CI: 1.18-3.06), diagnosis of asthma in the family (adjusted OR = 2.02; 95%CI: 1.06-3.87), current respiratory infection (adjusted OR = 1.81; 95%CI: 1.05-3.14), and male gender (adjusted OR = 1.50; 95%CI: 1.07-2.11). The study concludes that prevalence of wheezing is high among children in this age bracket in Cuiabá and is associated with factors related to allergy, current respiratory infection, and male gender.