Household food insecurity (HFI) is a recognized underlying determinant of child undernutrition, but evidence of associations between HFI and child undernutrition is mixed. The purpose of this study was to investigate if HFI is associated with undernutrition in children aged 6-59.9 mo in Bangladesh (n = 2356), Ethiopia (n = 3422), and Vietnam (n = 3075) and if child dietary diversity (DD) mediated this effect. We used baseline survey data from the Alive & Thrive project. Logistic regression, adjusting for potential confounding factors, was used to determine the magnitude and significance of the association of HFI with stunting, underweight, and wasting. The mediating effect of child DD was tested by using a Sobel-Goodman mediation test. The prevalences of HFI were 66%, 40%, and 32% in Ethiopia, Vietnam, and Bangladesh, respectively. The prevalences of stunting, underweight, and wasting were higher in Bangladesh (47.1%, 43.7%, and 19.1%, respectively) and Ethiopia (50.7%, 27.5%, and 5.9%, respectively) than in Vietnam (20.7%, 15.8%, and 5%, respectively). In the adjusted models, the odds of being stunted or underweight were significantly higher for children in severely food-insecure households in Bangladesh (stunting OR: 1.36; 95% CI: 1.05, 1.76; underweight OR: 1.28; 95% CI: 0.99, 1.65) and Ethiopia (stunting OR: 1.48; 95% CI: 1.09, 2.00; underweight OR: 1.68; 95% CI: 1.22, 2.30) and in moderately food-insecure households in Vietnam (stunting OR: 1.39; 95% CI: 1.16, 1.65; underweight OR: 1.69; 95% CI: 1.28, 2.23). HFI was significantly associated with wasting in Bangladesh where close to 1 in 5 children demonstrated wasting. Child DD did not mediate the relation between HFI and undernutrition in any of the countries. Further research is recommended to investigate potential mediators in this pathway.