Breastfeeding has a wide range of benefits for both infants and mothers. The identification of factors associated with exclusive breastfeeding (EBF) are important to increase the prevalence of EBF. The study aimed to determine the prevalence of EBF within the first six months and its associated factors in Kaiyuan, Yunnan Province, Southwest China. This cross-sectional study was conducted in Kaiyuan, a middle-sized city of Yunnan Province, Southwest China. Mothers of infants under twelve months were randomly selected for a face to face interview in four towns (two in urban areas and two in rural areas) in Kaiyuan. A structured questionnaire was applied for collection of sociodemographic information, mothers' and infants' health, and breastfeeding information. A 24-hour food recall survey was used to collect infant feeding information. A logistic regression analysis was performed to identify the factors independently associated with exclusive breastfeeding for infants up to six months of age. The number of 417 mothers with infants under six months was interviewed. The prevalence of EBF at six months was 27.34%. Logistic regression indicated that EBF within six months was more likely to be practiced by mothers who had higher average household income per year (OR = 2.09, 95% CI: 1.05-4.17 p = 0.037; OR = 1.85, 95% CI: 1.04-3.28 p = 0.037), and mothers who received breastfeeding information (OR = 2.46, (95%CI: 1.45-4.18, p = 0.0009). The prevalence of EBF in Kaiyuan, Southwest China is considerably lower than national and international recommendations. Yearly household income, and mothers who received breastfeeding information are associated with higher EBF prevalence. Breastfeeding information should be given to mothers in order to increase the prevalence of EBF.