This paper examines the cost-effectiveness of malaria control using an innovative modeling approach based on probabilistic sensitivity analysis in sub-Saharan Africa. The variables included in the study were interventions for preventing malaria in childhood (insecticide-treated nets, residual spraying of houses and chemoprophylaxis), preventing malaria in pregnancy (chloroquine chemoprophylaxis and sulfadoxine-pyrimethamine intermittent treatment), and improving treatment for uncomplicated malaria (better compliance, improved availability of second- and third-line drugs, and changes in first-line drugs). Effectiveness was calculated in terms of disability-adjusted life years (DALY) formula. The cost data were obtained through published and unpublished literature, program budgets, price catalogues, and consultation with researchers and program managers. Results showed that in a very-low-income country, the cost-effectiveness range of insecticide-treated nets was US$19-85. If only insecticide treatment was required, the range would be decreased to US$4-10 per DALY averted. Cost effectiveness was $32-58 for residual spraying (two rounds per year), $3-12 for children's chemoprophylaxis, $4-29 for intermittent treatment of pregnant women, and $1-8 for improvement in case management. Cost-effectiveness analysis helped identify interventions that would result in the effective use of resources, but information on total costs was also needed in order to assess affordability. Furthermore, coverage of the most vulnerable groups in Africa would require substantial assistance from external donors.