The mechanisms behind the ability of Plasmodium falciparum to evade host immune system are poorly understood and are a major roadblock in achieving malaria elimination. Here, we use integrative genomic profiling and a longitudinal pediatric cohort in Burkina Faso to demonstrate the role of post-transcriptional regulation in host immune response in malaria. We report a strong signature of miRNA expression differentiation associated with P. falciparum infection (127 out of 320 miRNAs, B-H FDR 5%) and parasitemia (72 miRNAs, B-H FDR 5%). Integrative miRNA-mRNA analysis implicates several infection-responsive miRNAs (e.g., miR-16-5p, miR-15a-5p and miR-181c-5p) promoting lymphocyte cell death. miRNA cis-eQTL analysis using whole-genome sequencing data identified 1,376 genetic variants associated with the expression of 34 miRNAs (B-H FDR 5%). We report a protective effect of rs114136945 minor allele on parasitemia mediated through miR-598-3p expression. These results highlight the impact of post-transcriptional regulation, immune cell death processes and host genetic regulatory control in malaria.