We conducted a longitudinal assessment in 466 underweight and 446 normal-weight children aged 6–24 months living in the urban slum of Dhaka, Bangladesh to determine the association between vitamin D and other micronutrient status with upper respiratory tract infection (URI) and acute lower respiratory infection (ALRI). Incidence rate ratios of URI and ALRI were estimated using multivariable generalized estimating equations. Our results indicate that underweight children with insufficient and deficient vitamin D status were associated with 20% and 23–25% reduced risk of URI, respectively, compared to children with sufficient status. Underweight children, those with serum retinol deficiency were at 1·8 [95% confidence interval (CI) 1·4–2·4] times higher risk of ALRI than those with retinol sufficiency. In normal-weight children there were no significant differences between different vitamin D status and the incidence of URI and ALRI. However, normal-weight children with zinc insufficiency and those that were serum retinol deficient had 1·2 (95% CI 1·0–1·5) times higher risk of URI and 1·9 (95% CI 1·4–2·6) times higher risk of ALRI, respectively. Thus, our results should encourage efforts to increase the intake of retinol-enriched food or supplementation in this population. However, the mechanisms through which vitamin D exerts beneficial effects on the incidence of childhood respiratory tract infection still needs further research.