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Severe acute malnutrition (SAM) among children in Nigeria is tackled through the outpatient therapeutic programme (OTP) of the Community‐based Management of Acute Malnutrition (CMAM) programme. CMAM is evidently effective in resolving SAM, but little evidence exists on the remaining risk of SAM relapse for children discharged as cured from the OTP. We aimed to measure and compare the 6‐month incidence of SAM among OTP‐cured and community control children and identify factors associated with SAM relapse. We conducted a prospective matched cohort study that tracked 553 OTP‐cured and 526 control children in Sokoto State, Northern Nigeria. Outcomes and covariates were measured fortnightly in up to 12 home visits. We used multivariate Cox and accelerated failure time models to identify significant risk correlates, where the covariates to be tested for correlation with relapse were selected using domain knowledge and automatic feature selection methods. SAM incidence rates were 52 times higher in the OTP‐cured cohort (0.204/100 child‐days) than in the community control cohort (0.004/100 child‐days). Children with lower mid‐upper arm circumference at OTP admission, with lower height/length‐for‐age z‐scores, whose household head did not work over the full year, who lived in an area previously affected by environmental shocks, who were female and who had diarrhoea before the visit had a significantly higher relapse risk. Our study shows that OTP‐cured children remain at a significantly excess risk of SAM. To improve long‐term health outcomes of these children, programmes adopting a CMAM approach should strengthen follow‐up care and be integrated with other preventive services.