Iron deficiency anemia (IDA) remains the most prevalent nutritional deficiency in infants worldwide. The purpose of this study was to determine the efficacy of daily and weekly iron supplementation for 3 months to improve the iron status in 4-month-old, exclusively breast-fed healthy infants. Infants 4 months of age were eligible for the open, randomized controlled trial if their mothers intended to continue exclusive breast-feeding until the infants were 6 months of age. Infants or mothers with iron deficiency (ID) or IDA on admission were excluded. The infants (n = 79) were randomly assigned to three groups, the first group receiving daily (1 mg/kg daily), the second group weekly (7 mg/kg weekly), and the third group no iron supplementation. Anthropometric measurements were taken on admission and at 6 and 7 months of age. Iron status was analyzed on admission and monthly for 3 months. Both hematologic parameters and anthropometric measurements were found to be similar among the three groups during the study period. Seven infants (31.8%) in the control group, six (26.0%) in the daily group, and three (13.6%) in the weekly group developed I D or IDA (P > 0.05). Infants whose mothers had ID or IDA during the study period were more likely to develop ID or IDA independently from iron supplementation. Serum ferritin levels decreased between 4 and 6 months of age in the control and daily groups; the weekly group showed no such decrease. In all groups, the mean levels of serum ferritin were significantly increased from 6 months to 7 months of age during the weaning period. In this study, which had a limited number of cases, weekly or daily iron supplementation was not found to decrease the likelihood of IDA. In conclusion, exclusively breast-fed infants with maternal IDA appeared to be at increased risk of developing IDA.