Sex differences in the ratio of fat mass (FM):fat-free mass (FFM) during weight change should differentially affect the extent of weight change during energy imbalance in men and women. In the present study, we determined FM and FFM contents by dual-energy X-ray absorptiometry and calculated the P-ratios (protein energy/total energy) of excess weight and weight loss during a randomised controlled trial of four commercial weight loss regimens. Overweight and obese women (n 210) and men (n 77) were studied at baseline and at 2 and 6 months during weight loss on four dietary regimens: Dr Atkins' New Diet Revolution; The Slim-Fast Plan; Weight-Watchers programme; Rosemary Conley's Diet and Fitness Plan. At baseline, the percentage of FFM (%FFM) and P-ratios of excess weight were 40 % and 0·071 for men and 27 % and 0·039 for women. At 2 months, men had lost twice as much weight as women and three times more FFM than women, indicating higher FFM content and P-ratios of weight loss for men, 0·052, than for women, 0·029, with no dietary effects. Between 2 and 6 months, the rate at which weight was lost decreased and the %FFM of weight loss decreased to similar low levels in men (7 %) and women (5 %): i.e. P-ratios of 0·009 and 0·006, respectively, with no dietary effects. Thus, for men compared with women, there were greater FFM content and P-ratios of weight change, which could partly, but not completely, explain their greater weight loss at 2 months. However, protein-conserving adaptations occur with increasing weight loss and over time, more extensively in men, eventually eliminating any sex difference in the composition of weight loss.