Malnutrition contributes significantly to Zimbabwe's high maternal mortality rate. The prevalence of malnutrition among vulnerable pregnant women in the Mbire district of Zimbabwe was studied to establish why they remained vulnerable despite benefiting from the Vulnerable Group Feeding Programme, a subsidiary of the World Food Programme. A case study on the demographic characteristics, nutritional provision of the programme and the vulnerable pregnant women benefiting from the programme was conducted. One hundred women were purposively sampled at health centres in the district. A two-stage sampling procedure was then utilised to select the most food-insecure wards. The two most food-insecure wards, namely Angwa and Chapoto, were chosen because of their proximity to each other. A questionnaire was administered to the pregnant women to collect their demographic information. Practising nurses at the health centres determined the women's nutritional status and anthropometrics, and they also assessed the food baskets. Permission to conduct the study was obtained from the relevant authorities. The results indicated that the food hamper provided by the World Food Programme was complementary food aid given to all vulnerable members of the community regardless of the nutritional demands. The supplements that the pregnant women received were also inadequate to cater for their nutritional needs or those of the foetuses. It was therefore recommended that the government, through the Ministry of Health, should make more provisions available for vulnerable pregnant women in order to reduce the risks facing pregnant women in the country.