Early changes in nutritional status may be predictive of subsequent HIV disease progression in people living with HIV (PLHIV). In addition to conventional anthropometric assessment using body mass index (BMI) and mid-upper arm circumferences (MUAC), measures of strength and fatigability may detect earlier changes in nutrition status which predict HIV disease progression. This study aims to examine the association between various nutritional metrics relevant in resource-scarce setting and HIV disease progression. The HIV disease progression outcome was defined as any occurrence of an incident AIDS-defining illnesses (ADI) among antiretroviral treatment (ART)-naïve PLHIV. From 2008-2009, HIV+ Zambian adult men and non-pregnant women were followed for 9 months at a Doctors without Borders (Medecins Sans Frontiers, MSF) HIV clinic in Kapiri Mposhi, Zambia. Since the study was conducted in the time period when former WHO recommendations on ART (i.e., ≤200 CD4 cell count as opposed to treating all individuals regardless of CD4 cell count or disease stage) were followed, caution should be applied when considering the implications from this study's results to improve HIV case management under current clinical guidelines, or when comparing findings from this study with studies conducted in recent years. Bivariable and multivariable logistic regression was used to assess the associations between baseline nutritional measurements and the outcome of incident ADI. Self-reported loss of appetite study (AOR 1.90, 95% CI 1.04, 3.45, P = 0.036) and moderate wasting based on MUAC classification (AOR 2.40, 95% CI 1.13, 5.10, P = 0.022) were independently associated with increased odds of developing incident ADI within 9 months, while continuous increments (in psi) of median handgrip strength (AOR 0.74, 95%CI 0.60, 0.91, P = 0.004) was independently associated with decreased odds of incident ADI only among women. The association between low BMI and the short-term outcome of ADI was attenuated after controlling for these nutritional indicators. These findings warrant further research to validate the consistency of these observed associations among larger ART-naïve HIV-infected populations, as well as to develop nutritional assessment tools for identifying disease progression risk among ART-naïve PLHIV.