Randomized controlled trials (RCTs) directly comparing weight loss drugs approved in the European Union were reviewed and the results analysed by meta-analysis. Eight RCTs including 885 patients were found comparing weight loss of orlistat and sibutramine, while no study including rimonabant was found. The median study duration was 7 months (range 3–12). Four of the seven studies comparing sibutramine and orlistat mono-therapy showed that sibutramine was significantly more efficacious for weight loss, while the remaining three showed equivalence. The weighted mean difference in weight loss was 2.2 kg (95% CI 0.5–3.9) favouring sibutramine. Three studies investigated orlistat and sibutramine as combination therapy, and two found it to be significantly better than orlistat alone, but not better than sibutramine alone. Based on these head-to-head RCT data, sibutramine appears to be significantly more efficacious for achieving weight loss than orlistat. This is concordant with indirect evidence from previous meta-analyses, where the respective compounds were compared with placebo. Only four studies reported attrition, and the pooled risk ratio was 0.6 (0.3–1.4) indicating lower dropout for sibutramine. This information together with an understanding of the clinical properties of each drug should help to guide the prescribing physician in the selection of adequate drug therapy for obesity.