Background Malaria anaemia is still a major public health problem and its pathogenesis still unclear. Interestingly, the progression of anaemia is at relatively low parasitaemia with some mortality in the semi-immune individuals in the endemic areas despite adequate erythropoietin (EPO) synthesis. A recent study has shown that treatment with exogenous anti-erythropoietin (anti-EPO) antibodies (Ab) of infected mice gives protection against malaria infection, suggesting an important role for anti-EPO Ab in malaria. The objective of the study was to evaluate anti-EPO antibody levels in anaemic condition of different strains of semi-immune mice with malaria. Methodology Semi-immune status was attained in four mice strains (Balb/c, B6, CBA and NZW) by repeated infections with 104Plasmodium berghei ANKA, and treatment with chloroquine/pyrimethamine. ELISA was used to measure anti-EPO Ab, transferrin and EPO while inflammatory cytokines measurement was done using bead-based multiplex assay kit. Results The mean anti-EPO Ab levels in the mice strains [Optical Density (OD) values at 450 nm: Balb/c (2.1); B6 (1.3); CBA (1.4) and NZW (1.7)] differed (p = 0.045), and were significantly higher when compared with uninfected controls, p < 0.0001, and mean anti-EPO Ab levels in the mice strains at recovery [OD values at 450 nm: Balb/c (1.8); B6 (1.1); CBA (1.5) and NZW (1.0) also differed (p = 0.0004). Interestingly, EPO levels were significantly high in NZW and low in Balb/c mice (p < 0.05), with those of B6 and CBA of intermediary values. Again, NZW were highly parasitaemic (20.7%) and the other strains (Balb/c, B6 and CBA) ranged between 2.2-2.8% (p = 0.015). Anti-EPO Ab correlated positively with extent of Hb loss (r = 0.5861; p = 0.003). Correlation of anti-EPO antibody with EPO was significant only in Balb/c mice (r = −0.83; p = 0.01). Significant levels of IL6 and IFNγ (p < 0.0001), both known to be associated with erythropoiesis suppression were observed in the Balb/c. Transferrin was significantly lower in Balb/c (p < 0.0001) when compared with the other mice strains (B6, CBA and NZW). Conclusion This is the first ever report in estimating endogenous anti-EPO antibodies in malaria anaemia. The data presented here suggest that anti-EPO Ab is produced at infection and is associated with Hb loss. Host factors appear to influence anti-EPO antibody levels in the different strains of mice.