Novel malaria monitoring and evaluation (M&E) tools are urgently needed to complement the current “gold standard” Malaria Indicator Surveys (MIS). Rapid up scaling of malaria control efforts is resulting in substantial reductions in malaria burden across sub-Saharan Africa. As transmission goes down, timely, accurate, sub-national, and district level burden estimates are needed to guide increasingly targeted control efforts in remaining hotspot areas. To test a novel district level M&E tool, we have conducted a continuous (“rolling”) MIS (rMIS) since May 2010 covering 50 villages in Chikhwawa district in southern Malawi, essentially adapting an existing cross-sectional evaluation tool into a continuous monitoring tool. Here, we report on our experience after completing the first full year of monthly data collection focusing on the methods, operational aspects, and estimated costs of rMIS in a programmatic setting. The potential applicability of this promising M&E approach for district-level program managers and control efforts is discussed.