Fighting against inactivity and inadequate nutritional intake are of utmost importance in the elderly. To our knowledge, the few studies which have been performed were conducted for only a short period and the results do not permit formal conclusions to be drawn. We therefore tried to fill this gap in our knowledge by determining whether an intervention combining an acceptable progressive exercise programme and nutritional supplements would be feasible for a long-term period in the very frail elderly, and would bring about concomitant benefits in body composition and muscle power. Accordingly, this exercise and nutritional combination was assessed in the frail elderly in a 9-month randomised trial with a factorial design. Fifty-seven elderly volunteers over 72 years, from sixteen retirement homes in Lyon, France participated in the study. Dietary supplements were compared with placebo, and physical exercise was compared with memory training. Main outcome measures were fat-free mass (FFM) and muscle power. FFM was determined by labelled water, and muscle power was measured by a leg-extensor machine. At 9 months, the compliance was 63 % for exercise sessions, and 54 % for nutritional supplements. In patients with dietary supplements, muscle power increased by 57 % at 3 months (P=0·03), and showed only a tendency at 9 months; although FFM increased by 2·7 % at 9 months, the difference was not significant (P=0·10). Exercise did not improve muscle power at 9 months, but improved functional tests (five-time-chair rise, P=0·01). BMI increased with supplements (+3·65 %), but decreased with placebo (−0·5 %) at 9 months (P=0·007). A long-term combined intervention is feasible in frail elderly individuals with a good rate of compliance. Nutritional supplements and exercise may improve muscle function. Despite no significant results on FFM, due to the limited number of volunteers, combined intervention should be suggested to counteract muscle weakness in the frail elderly.