In light of current international interest in the Millennium Development Goals, this short report examines the suitability of one of the primary indicators being used to assess progress. Using anthropometric data on 46,784 children aged 0-35 months in seven developing countries, we show how the weight for age (underweight) indicator is problematic but not for the reasons conventionally cited. We show that the information it provides about the degree and direction of change in undernutrition over time sometimes contradicts that provided by other conventional indicators. We demonstrate the potential of an alternative indicator, the composite index of anthropometric failure (CIAF), which can be used to show the overall extent of undernutrition among children, and which provides an unequivocal statement on the direction and degree of change in undernutrition over time. Given the fundamental importance of undernutrition to child survival and health, the issues raised will be of interest to and have implications for policy makers and planners alike. © 2008 Elsevier Ltd. All rights reserved.