Disclosed are nutritional powders comprising HMB and at least one of fat, carbohydrate, protein, wherein the HMB is spray dried with at least a portion of at least one of the fat, protein, and carbohydrate in the composition. Also disclosed is a method for making such powders comprising 1) preparing a liquid slurry comprising HMB and at least one of protein, carbohydrate, and fat, and 2) spray drying the slurry to produce a spray dried nutritional powder comprising spray dried HMB. The nutritional powders exhibit minimal or no off odors.