Objectives: To determine the effects of lipid based nutritional supplements with either whey or soy protein in patients with HIV during the first three months of antiretroviral treatment (ART) and to explore effects of timing by comparing supplementation at the start of ART and after three months delay. Design: Randomised controlled trial. Setting: Three public ART facilities in Jimma, Oromia region, Ethiopia. Participants: Adults with HIV eligible for ART with body mass index (BMI) >16. Intervention: Daily supplementation with 200 g (4600 kJ) of supplement containing whey or soy during either the first three or the subsequent three months of ART. Outcome measures: Primary: lean body mass assessed with deuterium dilution, grip strength measured with dynamometers, and physical activity measured with accelerometer and heart rate monitors. Secondary: viral load and CD4 counts. Auxiliary: weight and CD3 and CD8 counts. Results: Of 318 patients enrolled, 210 (66%) were women, mean age was 33 (SD 9), and mean BMI was 19.5 (SD 2.4). At three months, participants receiving the supplements containing whey or soy had increased their lean body mass by 0.85 kg (95% confidence interval 0.16 kg to 1.53 kg) and 0.97 kg (0.29 kg to 1.64 kg), respectively, more than controls. This was accompanied by an increased gain of grip strength of 0.68 kg (−0.11 kg to 1.46 kg) for the whey supplement group and 0.93 kg (0.16 kg to 1.70 kg) for the soy supplement group. There were no effects on physical activity. Total weight gain increased by 2.05 kg (1.12 kg to 2.99 kg) and 2.06 kg (1.14 kg to 2.97 kg) for the whey and soy groups, respectively. In addition, in the whey supplement group overall CD3 counts improved by 150 cells/µL (24 to 275 cells/µL), of which 112 cells/µL (15 to 209 cells/µL) were CD8 and 25 cells/µL (−2 to 53 cells/µL) were CD4. Effects of the soy containing supplement on immune recovery were not significant. The effects of the two supplements, however, were not significantly different in direct comparison. Exploratory analysis showed that relatively more lean body mass was gained by patients with undetectable viral load at three months. Patients receiving delayed supplementation had higher weight gain but lower gains in functional outcomes. Conclusions: Lipid based nutritional supplements improved gain of weight, lean body mass, and grip strength in patients with HIV starting ART. Supplements containing whey were associated with improved immune recovery. Trial registration: Controlled-trials.com ISRCTN32453477.