This randomized, prospective study compared three treatments, nandrolone decanoate (ND), megestrol acetate (MA) or dietary counselling, for managing human immunodeficiency syndrome (HIV) associated weight loss. It was centred on a Tertiary referral hospital, Sydney, Australia. Fifteen patients were randomized to receive ND (100 mg/fortnight), or MA (400 mg/day) or dietary counselling for 12 weeks. Those patients randomized to dietary counselling were further randomized to receive nandrolone or megestrol after completing the dietary counselling arm. Weight, fat free mass (FFM), percentage body fat mass (FM), dietary intake and appetite were assessed before commencing and at the completion of each treatment arm. Weight increased significantly in all treatment arms (dietary counselling 1.13 kg +/- 0.36, nandrolone 4.01 kg +/- 1.68, megestrol 10.20 kg +/- 4.51, p < 0.05 paired t-test). FFM increased significantly in patients receiving ND (3.54 +/- 1.98 kg, p=0.001) and those receiving MA (2.76 +/- 0.55 kg, p=0.002), whereas the change in those receiving dietary counselling alone was not significant. Percentage body fat mass increased significantly only in those receiving MA (7.77 +/- 4.85%, p=0.049). The change in weight and percentage body fat mass was significantly greater in those receiving MA than the other two treatment arms. The increase in FFM was significantly greater in both the nandrolone and megestrol arms than the dietary counselling arm. It was concluded that ND and MA both resulted in an increase in FFM greater than dietary counselling alone. Megestrol produced a significantly greater increase in weight, percentage fat mass, intake and appetite than did the other two treatment arms, suggesting it may be the preferred agent, particularly in a palliative care setting in which weight, appetite and intake increase are desirable without regard to the composition of the body. The long-term use of these agents in people with HIV should be reviewed in the context of improved survival on highly active antiretroviral therapy regimens.