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To explore the predictors of weight loss after highly active antiretroviral therapy (HAART) initiation in a large cohort of HIV-infected adults living in Dar es Salaam, Tanzania.Cross-sectional and longitudinal analysis of a cohort of HIV-infected adults on HAART.HIV-infected adults (n = 18 965) were enrolled between November 2004 to December 2009 in Dar es Salaam, Tanzania. Log-binomial regression and Cox proportional hazard regression were used to explore the predictors of short-term (3 months) and long-term significant weight loss (≥5%) after HAART initiation.At 3 months after HAART initiation, 8% patients lost greater than or equal to 5% weight. Underweight patients at initiation gained more weight than other body mass index (BMI) groups. Younger or older than age group 30–39, lower socioeconomic status (SES), higher BMI, lower hemoglobin, difficulty breathing, loss of appetite, nausea/vomiting at baseline were associated with the risk of significant weight loss at 3 months after initiation. During a median follow-up period of 10 months [interquartile range (IQR) 4–20 months], 31% patients had experienced an initial significant weight loss after HAART initiation. In addition to time-varying CD4 cell count and hemoglobin level, age, sex, baseline BMI and having loss of appetite, and nausea/vomiting at baseline were associated with the risk of long-term significant weight loss.Our study suggested that a significant percentage of patients continue to lose weight after HAART initiation. Our findings on the effect of socio-demographics, symptoms and diseases, biomedical indicators in relation to weight loss provide important information that has significant practical implications.