Background: Epidemiological studies of malaria in adults who live in malaria endemic areas are scarce. More attention to the natural history of malaria affecting adults is needed to understand the dynamics of malaria infection and its interaction with the immune system. The present study was undertaken to investigate the clinical, parasitological and haematological status of adults exposed to malaria, and to characterize parasites in these individuals who progressively acquire protective immunity. Methods: A cross-sectional survey of 249 adults was conducted in a malaria endemic area of Mozambique. Clinical, parasitological and haematological status of the study population was recorded. Sub-microscopic infections and multiplicity of infections were investigated using polymerase chain reaction (PCR) and restriction fragment length polymorphism of Plasmodium falciparum merozoite surface protein 2 (msp2). Results: Prevalence of P. falciparum infection by microscopy (14%) and PCR (42%) decreased progressively during adulthood, in parallel with an increase in the prevalence of sub-microscopic infections. Anaemia was only related to parasitaemia as detected by PCR. Multiplicity of infection decreased with age and was higher in subjects with high P. falciparum densities, highlighting density-dependent constraints upon the PCR technique. Conclusion: Adults of Manhiça progressively develop non-sterile, protective immunity against P. falciparum malaria. The method of parasite detection has a significant effect on the observed natural history of malaria infections. A more sensitive definition of malaria in adults should be formulated, considering symptoms such as diarrhoea, shivering and headache, combined with the presence of parasitaemia.