Involuntary weight loss or wasting indicative of severe protein energy malnutrition is a frequent complication of AIDS and ultimately affects the majority of patients. Because of the recognized impact of nutrition on immune function and its potential effect on the course of HIV infection itself, the refinement of currently available therapeutic strategies is essential. Megestrol acetate (MA)is the pharmacologic intervention which, thus far has had the greatest impact on appetite and weight gain in patients with AIDS-related weight loss. Although, MA, 800 mg daily, results in an increase in weight, a significant proportion of the observed weight gain is fat mass. Since the wasting associated with AIDS is characterized primarily by a loss of muscle mass, and because the prognosis for patients with AIDS dramatically worsens with loss of fat free mass, therapies which both increase weight and muscle mass are of particular value. Regular exercise is widely accepted as an important factor in health maintenance and has been identified by long term AIDS survivors as a contributing factor to their improved outcome. Although the interactions between exercise, immune function and susceptibility to infection has not been clearly elucidated, emerging data suggests that progressive resistance and aerobic exercise in HIV-infected patients can result in increased strength and endurance, improved muscle function and improvements in maximum oxygen consumption and heart rate. We hypothesize that a program of progressive resistance and aerobic exercise prescribed in combination with megestrol acetate will result in significantly greater increases in lean body mass, than either intervention alone, for patients with AIDS-related weight loss. We propose a randomized trial of MA 800 mg/day vs. exercise plus placebo vs. exercise + MA 800 mg/day in AIDS patients with adequate performance status (Karnofsky score equal to or greater than 70%) and weight loss of > 5% but < 15% from ideal body weight. Subjects will be treated for 12 weeks and subject changes in body composition will be compared between groups. In addition to the central hypothesis within the framework of this trial we will: 1) Evaluate the acute and chronic effects of exercise on immune function in AIDS patients; 2) Objectively quantitate changes in energy intake during MA therapy, with and without a structured exercise program; 3) Assess the effects of exercise on energy metabolism; 4) Evaluate the impact of exercise and MA on the quality of life of patients with AIDS-related weight loss and 5) Validate studies of improved clinical techniques for the measurement of body composition in AIDS patients.