Setting: Needle and Syringe Exchange Programme (NSEP) implemented by non-governmental organisations in Malaysia. Objectives: To determine enrolment, characteristics and retention in the NSEP of people who inject drugs (PWID) between 2013 and 2015. Design: Retrospective cohort study. Results: There were 20 946 PWID, with a mean age of 38 years. The majority were male (98%) and of Malay ethnicity (92%). Follow-up data were available for 20 761 PWID. Annual retention of newly enrolled PWID for each year was respectively 85%, 87% and 78% for 2013, 2014 and 2015, although annual enrolment over these years declined from 10 724 to 6288 to 3749. Total person-years (py) of follow-up were 27 806, with loss to follow-up of 40 per 100 py. Cumulative probability of retention in NSEP was 66% at 12 months, 45% at 24 months and 26% at 36 months. Significantly higher loss to follow-up rates were observed in those aged 15-24 years or ⩾50 years, females, transgender people and non-Malay ethnic groups. Conclusion: Annual retention of new PWID on NSEP was impressive, although enrolment declined over the 3 years of the study and cumulative loss to follow-up was high. A better understanding of these programmatic outcomes is required.