The aim of this work was to investigate the effect of a daily mixed nutritional supplement upon body composition, physical performance, and circulating anabolic hormones in soldiers undergoing arduous training. Thirty males received either a habitual diet alone (CON, n = 15) or with the addition of a daily mixed supplement (SUP, n = 15) of ∼5.1 MJ·d⁻¹ during 8 weeks of training. Body composition (DEXA), maximal dynamic lift strength (MDLS), and vertical jump (VJ) were assessed, and resting blood samples were collected before and after training. Blood analysis included insulin-like growth factors (IGF-1, IGF BP-1, and IGF BP-3), testosterone, and cortisol. There were no group differences at baseline. Body mass loss (mean ± SD) (CON 5.0 ± 2.3, SUP 1.6 ± 1.5 kg), lean mass loss (CON 2.0 ± 1.5, SUP 0.7 ± 1.5 kg), and fat mass loss (CON 3.0 ± 1.6, SUP 0.9 ± 1.8 kg) were significantly blunted by SUP. CON experienced significant decrements in MDLS (14%), VJ (10%), and explosive leg power (11%) that were prevented by SUP. Military training significantly reduced circulating IGF-1 (28%), testosterone (19%), and the testosterone:cortisol ratio (24%) with no effect of SUP. Circulating IGF BP-1 concentration and cortisol remained unchanged throughout, although SUP abolished the significant decrease in circulating IGF BP-3 (20%) on CON. In conclusion, a daily mixed nutritional supplement attenuated decreases in body mass and lean mass and prevented the decrease in physical performance during an arduous military training program.