The life expectancy of patients with cystic fibrosis (CF) is largely dependent on the severity and progress of the pulmonary involvement associated with the disease. Many data support the view that malnutrition and deterioration of lung function are closely interrelated and interdependent, with each affecting the other, leading to a spiral decline in both. The occurrence of malnutrition appears to be associated with poor lung function and poor survival, and conversely prevention of malnutrition appears to be associated with better lung function and improved survival. Nutritional intervention may lead to an improvement in body weight, lung function and exercise tolerance, provided that the intervention is combined with exercise training in order to increase both respiratory and other muscle mass. These improvements can be preserved when patients have the stamina to continue with a high-energy, high-fat diet and daily exercise training at home.