Anemia is caused by accelerated destruction and removal of red cells by the spleen and by suppression of the bone marrow with ineffective erythropoiesis (1). Anemia can develop rapidly, and transfusion is often required (1). In some patients with P. falciparum, massive hemolysis causes hemoglobinemia, black urine, and renal failure (blackwater fever) (1). 1) White NJ, Breman JG. Malaria and Babesiosis, ch.174 in Harrison´s Principles of Internal Medicine 13th ed. 1994; 890. 

Thanks sir

Hi Hadi

Diffrent mechanisms occures

1- Hemolytic anemia due to RBCS rapture after shizont stage ( intravascular) 

2- Extravascular RBCS distruction in spleen

3- Bone marrow supression dur to infection

checkthis paper

http://www.sciencedirect.com/science/article/pii/S0020751904002139

I completely agree with respect to the role of hemolysis of red blood cells that contain Plasmodia as well as with extravascular RBCs distruction in spleen. Regarding the suppression of the bone marrow, this event may be evocated for the chronic malaria  only(anemia of inflammation), instead in the initial phases of disease the anemia is hyper-regenerative (increase of reticulocytes count).