Undernutrition is common among smear-positive pulmonary tuberculosis (PTB+) patients. Micronutrient supplementation may improve treatment outcomes, but it is unclear whether additional energy–protein would be beneficial. The present study aimed to assess the effect of energy–protein supplementation on weight, body composition and handgrip strength against a background of high micronutrient intake during tuberculosis (TB) treatment. A total of 377 PTB+ patients co-infected with HIV were randomly allocated one or six biscuits daily for 60 d during TB treatment. Weight, arm fat area, arm muscle area and handgrip strength were assessed at baseline and 2 and 5 months. There were no effects on any outcome at 2 months, but energy–protein supplementation was associated with a 1·3 (95 % CI − 0·1, 2·8) kg marginally significant gain in handgrip strength at 5 months. However, after 2 months, energy–protein supplementation led to a weight gain of 1·9 (95 % CI 0·1, 3·7) kg among patients with cluster of differentiation 4 (CD4) counts ≥ 350 cells/μl, but not among patients with low CD4 counts ( − 0·2 kg; 95 % CI − 1·3, 0·8, Pinteraction = 0·03). Similarly, at 5 months, energy–protein supplementation led to a 2·3 (95 % CI 0·6, 4·1) kg higher handgrip strength gain among patients with CD4 counts < 350 cells/μl, but not in those with high CD4 counts (Pinteraction = 0·04). In conclusion, energy–protein supplementation to PTB+ HIV-co-infected patients had no overall effects on weight and body composition, but was associated with marginally significant gain in handgrip strength. More research is needed to develop an effective supplement, before it is recommended to TB programmes.