Micronutrient supplementation has been shown to reduce the progression of HIV but does not have an effect on the intestinal barrier or the intestinal microbiota of HIV patients. Studies have suggested that probiotics could potentially complement micronutrients in preserving the immune-function of HIV patients. Assess the impact of micronutrient supplemented probiotic yogurt on the immune function of HIV patients. We performed a randomized, double blind, controlled trial with CD4 count as primary outcome among HIV patients naïve to anti-retroviral treatment. Secondary outcomes included hematological parameters, incidence of diarrhea and clinical symptoms. A total of 112 HIV patients were randomized to receive a micronutrient fortified yogurt with (n = 55) or without additional probiotic Lactobacillus rhamnosus GR-1 (n = 57) for four weeks. An average decline in CD4 count of −70 cells/μL (95% CI: −154 to −15) was observed in the micronutrient, probiotic group versus a decrease of −63 cells/μL (95% CI: −157 to −30) in the micronutrient control group (p = 0.9). Additional probiotic supplementation was well tolerated and not associated with adverse events. No difference between groups was detected in incidence of diarrhea or clinical symptoms. An improvement of hemoglobin levels was observed for all subjects, based upon a mean difference from baseline of 1.4 g/L (SD = 6) (p = 0.02). The addition of probiotics to a micronutrient fortified yogurt was well tolerated by HIV patients but was not associated with a further increase in CD4 count after one month.