The main objective of the present study was to examine the effects of dehydroepiandrosterone (DHEA) on the digestive efficiency of dietary protein and fat. Second, we analysed the specific changes in muscle composition induced by the hormone. DHEA was given in the diet (0·5 %, w/w) to 75-week-old, high-fat-fed Sprague–Dawley rats (n 11) for 13 weeks; age- and weight-matched rats fed on the same diet without DHEA supplementation were used as controls (n 10). To determine dietary protein and fat apparent digestibility coefficients, 1-week 24 h faecal depositions were collected. In parallel, urine N was assessed. These assays were performed twice, in the short term (2-week treatment) and in the long term (13-week treatment). Body and gastrocnemius muscle compositions were also analysed. The present results show that DHEA decreased energy intake, body weight, body fat, adipocyte size and number (P < 0·001). The feed efficiency ratio indicates that DHEA-treated rats were less efficient in transforming nutrients fed into their own biomass. Also, a short-term reduction in protein digestibility (P < 0·05) and in body-protein degradation (P < 0·01) was found in DHEA-treated rats, resulting in an increased content of body protein (P < 0·05). Gastrocnemius muscles were smaller, as a result of fat (P < 0·05) but not protein reduction. In conclusion, we confirm the slimming effect of DHEA and, for the first time, we demonstrate that DHEA has an effect at the digestive level. The anti-obesity properties of DHEA could be related to a reduction in protein digestibility in the short term and a protective effect on body protein with a selective mass loss from body fat.