We estimated the risk of infection associated with the duration of exclusive breastfeeding (EBF).We analysed the data on 15 809 term, singleton infants from the UK Millennium Cohort Study. Infants were grouped according to months of EBF: never, <2, 2-4, 4-6 and 6 (the latter being World Health Organisation (WHO) policy since 2001: 'post-2001 WHO policy'). Among those EBF for 4-6 months, we separated those who started solids, but not formula, before 6 months, and were still breastfeeding at 6 months (that is, WHO policy before 2001: 'pre-2001 WHO policy'), from other patterns. Outcomes were infection in infancy (chest, diarrhoeal and ear).EBF was not associated with the ear infection, but was associated with chest infection and diarrhoea. EBF for <4 months was associated with a significantly increased risk of chest infection (adjusted risk ratios (RR) 1.24-1.28) and diarrhoea (adjusted RRs 1.42-1.66) compared with the pre-2001 WHO policy. There was an excess risk of the chest infection (adjusted RR 1.19, 95% confidence interval (CI): 0.97-1.46) and diarrhoea (adjusted RR 1.66, 95% CI: 1.11, 2.47) among infants EBF for 4-6 months, but who stopped breastfeeding by 6 months, compared with the pre-2001 WHO policy. There was no significant difference in the risk of chest infection or diarrhoea in those fed according to the pre-2001 versus post-2001 WHO policy.There is an increased risk of infection in infants EBF for <4 months or EBF for 4-6 months who stop breastfeeding by 6 months. These results support current guidelines of EBF for either 4-6 or 6 months, with continued breastfeeding thereafter.