Background: Approximately 10% of the global tuberculosis (TB) burden is in children. Identification, diagnosis, and early treatment of Mycobacterium tuberculosis infection (TBI) is critical to prevent progression to TB in children. The risk of TB, including severe disease, is highest in children <5 years old. We evaluated the cascade of TBI care among child and adolescent TB contacts to identify factors associated with losses in the cascade. Methods: Close contacts ≤ 18 years old of pulmonary TB patients enrolled between 2015 and 2019 in a multi-centre Brazilian cohort were followed for up to 24 months and classified according to age groups: <5 years, 5–9 years, 10–14 years and 15–18 years. Data on clinical investigation, radiographic examination, IGRA testing at baseline and 6 months, initiation and completion of TB preventive treatment (TPT) were collected. Multivariable regression analyses identified factors associated with TBI and losses in the cascade of care in children and adolescents. Findings: Among 1795 TB contacts initially identified, 530 (29·5%) were ≤18 years old. Losses for all steps in the cascade were especially high in children <5 years old (88%) because at this age all contacts are recommended to initiate TPT. As a proportion of all children, completion of TPT was low (between 10% and 13%) in all age-groups. Furthermore, multivariable regression revealed that younger age of contacts and TB index cases who were female, had pulmonary cavities, and persistent cough were independently associated with losses in the cascade of care among persons ≤18 years old. Interpretation: Losses in the TBI cascade were the highest among children <5 years, which was the group at highest risk for TB among the four age groups. The findings highlight the need to improve screening, initiation, and completion of TPT of young children who are close contacts of people with TB in Brazil. Funding: National Institutes of Allergy and Infectious Diseases.