Objective The HIV epidemic has increased the proportion of patients with smear-negative and extrapulmonary tuberculosis (TB) diagnoses, with related higher rates of poor TB treatment outcomes. Unlike in smear-positive pulmonary TB, no interim markers of TB treatment progress are systematically used to identify individuals most at risk of mortality. The objective of this study was to assess the association of body mass index (BMI) change at 1 month (±15 days) from TB treatment start with mortality among HIV-positive individuals with smear-negative and extrapulmonary TB. Methods and Findings A retrospective cohort study of adult HIV-positive new TB patients in Médecins Sans Frontières (MSF) treatment programmes in Myanmar and Zimbabwe was conducted using Cox proportional hazards regression to estimate the association between BMI category change and mortality. A cohort of 1090 TB patients (605 smear-negative and 485 extrapulmonary) was followed during TB treatment with mortality rate of 28.9 per 100 person-years. In multivariable analyses, remaining severely underweight or moving to a lower BMI category increased mortality (adjusted hazard ratio 4.05, 95% confidence interval 2.77–5.91, p<0.001) compared with remaining in the same or moving to a higher BMI category. Conclusions We found a strong association between BMI category change during the first month of TB treatment and mortality. BMI category change could be used to identify individuals most at risk of mortality during TB treatment among smear-negative and extrapulmonary patients.