Macronutrient and micronutrient deficiencies are associated with tuberculosis (TB) incidence. However, evidence is limited on the impact of micronutrient (vitamins and minerals) supplementation among underweight individuals. We conducted a secondary data analysis of a randomised controlled trial of lipid nutritional supplements with and without high-dose vitamin and mineral supplementation (LNS-VM vs LNS) for underweight (Body Mass Index [BMI] <18.5 kg/m2) adults with human immunodeficiency virus (HIV) initiating antiretroviral therapy (ART) in Tanzania and Zambia (2011–2013). Incident TB disease diagnoses were extracted from trial records. We used multivariable Cox regression to estimate hazard ratios (HR) for the impact of receiving LNS-VM on TB incidence, and the dose-response relationship between baseline BMI and TB incidence. Overall, 263 (17%) of 1506 participants developed TB disease. After adjusting for age, sex, CD4 count, haemoglobin, and C-reactive protein, receiving LNS-VM was not associated with TB incidence (aHR [95%CI] = 0.93 [0.72–1.20]; p = 0.57) compared to LNS alone. There was strong evidence for an association between lower BMI and incident TB (aHR [95%CI]: 16–16.9kg/m2= 1.15 [0.82–1.62] and <16kg/m2= 1.70 [1.26–2.30] compared to 17–18.5kg/m2; linear trend p<0.01). There was strong evidence that the rate of developing TB was lower after initiating ART (p<0.01). In conclusion, the addition of micronutrient supplementation to LNS was not associated with lower TB incidence in this underweight ART-naive population.