Dairy products provide Ca and protein which may facilitate appetite control. Conversely, weight loss is known to increase the motivation to eat. This randomised controlled trial verified the influence of milk supplementation on appetite markers during weight loss. Low Ca consumer women participated in a 6-month energy-restricted programme ( − 2508 kJ/d or − 600 kcal/d) and received either a milk supplementation (1000 mg Ca/d) or an isoenergetic placebo (n 13 and 12, respectively). Fasting appetite sensations were assessed by visual analogue scales. Anthropometric parameters and fasting plasma concentrations of glucose, insulin, leptin, ghrelin and cortisol were measured as well. Both groups showed a significant weight loss (P < 0·0001). In the milk-supplemented group, a time × treatment interaction effect showed that weight loss with milk supplementation induced a smaller increase in desire to eat and hunger (P < 0·05). Unlike the placebo group, the milk-supplemented group showed a lower than predicted decrease in fullness ( − 17·1 v. − 8·8; − 12·7 v. 3·3 mm, P < 0·05, measured v. predicted values, respectively). Even after adjustment for fat mass loss, changes in ghrelin concentration predicted those in desire to eat (r 0·56, P < 0·01), hunger (r 0·45, P < 0·05) and fullness (r − 0·40, P < 0·05). However, the study did not show a between-group difference in the change in ghrelin concentration in response to the intervention. These results show that milk supplementation attenuates the orexigenic effect of body weight loss. Trial registration code: ClinicalTrials.gov NTC00729170.