Food security is recognized as a multifaceted condition of complex causality that is related to, yet distinct from, poverty and hunger. Given its broad definition, it is no surprise that food security eludes precise measurement. This study considers there to be three components of household food security (quantity, quality, and stability), and attempts to address the "concept-to-measurement" gap in food security by building an index that spans these three dimensions. A panel data set is used for descriptive analysis of food security indicators in rural Zambia in 2000/01, 2003/04, and 2007/08 for different types of households, including female-headed households. A multidimensional index of food security for rural Zambia is then developed using principal component analysis. This composite index is used to explore the spatial patterns of food security in Zambia over time, to assess correlates of food insecurity, and to measure the impacts of climate shocks on food security. Results indicate that both seasonal rainfall and temperature have a significant impact on a household's food security score, although not for all individual components of the food security index. The paper concludes with a consideration of the merits and shortcomings of developing a composite food security index.