Early macronutrient supplementation in preterm and/or small-for-gestational-age (SGA) infants may improve growth but have detrimental effects on later cardio-metabolic health which may be sex-specific. We systematically reviewed the long-term effects of early macronutrient supplementation in preterm and SGA animals and whether these differ by sex. Using Cochrane Neonatal and SYRCLE methodologies we included random or quasi-random studies that allocated non-human mammals to macronutrient supplements or no supplements between birth and weaning and assessed post-weaning outcomes. We used random-effects models to calculate standardized mean differences (SMD) with 95% confidence intervals (CIs). Six studies provided low to very-low-quality evidence that macronutrient supplementation increased weight in juvenile rats (SMD; 95% CI: 2.13; 1.00, 3.25; 1 study, n = 24), increased leptin concentrations in older adults (1.31; 0.12, 2.51; 1 study, n = 14 male rats), but decreased leptin concentrations in young adults (-1.13; -2.21, -0.05; 1 study, n = 16 female rats) and improved spatial learning and memory (qualitative data; 1 study). There was no evidence of sex-specific effects and no overall effect on length, serum lipids, body composition, HOMA-IR, or blood pressure. Macronutrient supplements may affect later growth, metabolism, and neurodevelopment of preterm and SGA animals, but evidence is limited and low quality.