The effects of feeding graded levels of dried moringa (Moringa stenopetala) leaf on intake, body weight gain (BWG), digestibility and nitrogen utilization were studied using male sheep (BW of 13.8 ± 0.12 kg). Six sheep were randomly allocated to each of the four treatment diets: Rhodes grass (Chloris gayana) hay offered ad libitum (T1), hay + 150 g moringa leaf (T2), hay + 300 g moringa leaf (T3), hay + 450 g moringa leaf (T4) were offered daily. A 7-day digestibility trial and an 84-day growth experiments were conducted. Dry matter (DM), organic matter (OM) and crude protein (CP) intakes increased (P < 0.05) with increasing levels of moringa leaf in the diets. Sheep fed T2, T3 and T4 diets gained (P < 0.05) 40.2, 79.1 and 110.1 g/head/day, respectively, while the control group (T1) lost weight (-13.3 g/head/day). The apparent digestibilities of DM, OM, neutral detergent fibre and acid detergent fibre were similar (P > 0.05) among treatments. The digestibility of dietary CP increased (P < 0.05) with increasing levels of moringa leaf, but there was no significant difference between T2 and T3 diets. The nitrogen (N) intake and urinary N excretion increased (P < 0.05) with increasing levels of moringa leaf. The N retention was highest (P < 0.05) for 450 g moringa leaf supplementation. The control group was in a negative N balance. Supplementing a basal diet of Rhodes grass hay with dried moringa leaves improved DM intake, BWG and N retention. It is concluded that M. stenopetala can serve as a protein supplement to low-quality grass during the dry season under smallholder sheep production system.