Malnutrition happens when there are insufficient amounts of nutrients and energy consumed improperly. Included are both undernutrition and overnutrition. This study is aimed to evaluate the relationship among undernutrition indicators of stunting, underweight, and wasting among those under 5 years given other predictors. The data were obtained from the measure of DHS program. A total of 2399 under-five children were involved in this study. A multivariate binary logistic regression model is used to assess the association between stunting, wasting, and being underweight given the effect of other predictors. Of the 2399 under-five children considered in this study, 13.5, 18.7, and 5.9% of them suffered from stunting, underweight, and wasting, respectively. The majority of children (40.1%) were obtained from the Brikama local government area of Gambia; more than half of the children (52.9%) were male, and 63.3% of children lived in urban areas. The association between stunting and underweight, underweight and wasting, and stunting and wasting was measured by the odds ratio (OR) of 15.87, 46.34, and 1.75, respectively, given the other predictors. The estimated odds ratio for children who had an average birth size to become stunted, underweight, and wasted were 0.965, 0.885, and 0.989 times the estimated odds ratio of children who had a small birth size, respectively. The prevalence of stunting and wasting for under-five children in Gambia was lower than the world prevalence, but the prevalence of being underweight was higher. Children who are underweight have a significant association with both stunting and wasting. The age of the child, the child's anemia level, and the birth type of the child are the common important determinants of stunting and underweight. The small birth size of a child was highly associated with a higher risk of stunting, underweight, and wasting among under five-year-olds.