We examined the spatial pattern and risk factors of co-morbidity of malaria and non-malarial febrile illness among children aged 6-59 months in Nigeria. Using data from the 2010 Nigeria Malaria Indicator Survey, we considered the co-morbidity of malaria and non-malarial febrile illness among the children as multicategorical and selected a mixed multinomial logit model capable of incorporating covariates of different types. Inference was Bayesian, based on multicategorical linear mixed-model representation. We found that the risk of co-morbidity of malaria and non-malarial febrile illness increases as a child advances in age while the risk of non-malarial fever reduces after about 32 months of age. Area of residence (urban or rural), wealth index and type of roofing material used in the dwelling are other important risk factors for the co-morbidity found in this study. Further, children from four of Nigeria's 37 states are at high risk of malaria. Disease preventive measures need to be intensified, with more focus on rural areas and the poor. Campaigns for use of insecticide-treated bed nets need be more aggressive in all Nigerian states.