During the 2000s, recurrent food price shocks in Mexico modified consumption and nutritional patterns of households. This research quantifies the impacts of food price shocks on the purchase of nutrients and on the weight gain of children in urban Mexican households. We find differentiated patterns of food consumption across income quintiles, which result in heterogeneous effects of price shocks on the purchase of nutrients and on weight gain according to age and sex in children. In particular, cereal price shocks are more detrimental and more regressive than price shocks on other categories like meats, vegetables or beverages.