Can i use megace (megestrol) if i'm underweight?

It depends: The real question is why are you underweight. Megace is a steroid based compound that increases appetite and as a result weight. It does not specifically put on bodyweight. It does promote fat stores. Additionally, when you stop Megace there is the potential for adrenal insufficiency acutely. What you should be focusing on his training underlying cause and if possible treating the cause!