We evaluated the impact of protein supplementation on adaptations to arduous concurrent training in healthy adults with potential applications to individuals undergoing military training. Peer-reviewed papers published in English meeting the population, intervention, comparison and outcome criteria were included. Database searches were completed in PubMed, Web of science and SPORTDiscus. Study quality was evaluated using the COnsensus based standards for the selection of health status measurement instruments checklist. Of 11 studies included, nine focused on performance, six on body composition and four on muscle recovery. Cohen’s d effect sizes showed that protein supplementation improved performance outcomes in response to concurrent training (ES = 0.89, 95% CI = 0.08–1.70). When analysed separately, improvements in muscle strength (SMD = +4.92 kg, 95% CI = −2.70–12.54 kg) were found, but not in aerobic endurance. Gains in fat-free mass (SMD = +0.75 kg, 95% CI = 0.44–1.06 kg) and reductions in fat-mass (SMD = −0.99, 95% CI = −1.43–0.23 kg) were greater with protein supplementation. Most studies did not report protein turnover, nitrogen balance and/or total daily protein intake. Therefore, further research is warranted. However, our findings infer that protein supplementation may support lean-mass accretion and strength gains during arduous concurrent training in physical active populations, including military recruits.