A Study Comparing Megestrol Acetate at 800 mg/Day, and Placebo in AIDS Patients With Anorexia and Cachexia

Inclusion Criteria Patient must have: * Confirmed diagnosis of AIDS (CDC definition). * Documented weight loss or anorexia. * Life expectancy = or \> 20 weeks. * The perception that the weight loss is a detriment to their well-being. * Ability to provide informed consent, read and write English. Exclusion Criteria Co-existing Condition: Patients with the following conditions are excluded: * Dementia or evidence of mental incompetence which would preclude compliance with the protocol. * Severe diarrhea defined as 5 or more watery stools per day for at least 7 days. * Active uncontrolled systemic infections at the start of treatment. * Patients may not be entered for at least 2 weeks after acute infection. * Clinical or radiologic evidence of ascites or pleural effusions. Patients with the following are excluded: * Obstruction to food intake or impaired digestive/absorptive functions. * Contraindications to megestrol acetate (poorly controlled hypertension or heart failure or deep vein thrombosis). * Inability to consent or be available for close follow-up. * Active systemic infections at the start of treatment. * Clinical or radiologic evidence of ascites or pleural effusions. * Patients who have been hospitalized or have suffered an exacerbation of their illness associated with weight loss within the past 2 weeks are excluded. * Menstruating female patients are excluded. Prior Medication: Excluded: * Corticosteroids. * Anabolic steroids. * Marijuana. * Megestrol acetate. * Patients who have been started on zidovudine (AZT) within 8 weeks. (Patients may have been previously treated with AZT and failed or may currently be receiving AZT for at least 8 weeks.) Patients may not be started on any therapy designed to treat the underlying HIV infection or which may have a major impact on appetite and/or weight gain. * Patients who have been started on zidovudine (AZT) within 8 weeks. (Patients may have been previously treated with AZT and failed or may currently be receiving AZT for at least 8 weeks.) History of substance abuse and questionable current and future abstinence.