The literature lacks studies investigating the performance of supplemented replacement heifers grazing on intensively managed warm-season pasture. Our objective was to evaluate the effects of supplement composition (energetic or protein) on the performance, muscle development, thermogenisis, nutrient intake, and digestibility of replacement Holstein heifers grazing Mombaça grass. Eighteen Holstein heifers with an average age and initial body weight (BW) of 12.57 ± 2.54 mo and 218.76 ±47.6 kg, respectively, were submitted to a randomized block design, with six replicates on a rotational grazing system of Panicum maximum cv. Mombaça pasture. Treatments were: control (CON; mineral salt ad libitum); energy supplement (ENE; corn meal as supplement, 8% CP and 3.78 Mcal/kg DE); and protein supplement (PRO; corn and soybean meal, 25% CP and 3.66 Mcal/kg DE). Supplements were individually fed at 0.5% BW. The experiment lasted 120 days, subdivided into three periods. Titanium dioxide and indigestible neutral detergent fiber (iNDF) were used to estimate the intakes and digestibility of the nutrients. BW, wither height, thoracic circumference, body length, and ultrasound of ribeye fat thickness measurements were taken once per period. Body condition score (BCS) was assessed twice during the experiment. The MIXED procedure of SAS, including period as a repeated measure, was used and significance was declared at P ≤ 0.05. Dry matter intake (DMI), CP intake (CPI) and DE intake were greater in heifers fed PRO compared to CON and ENE. Heifers supplemented with ENE had the lowest DMI. Treatment affected pasture intake/BW; it was similar between PRO and CON heifers, and lower for the ENE treatment. A treatment × period interaction was observed for NDF intake (%BW), in which heifers fed PRO and CON had the greatest NDF intake and ENE had the lowest. The digestibility of DM was the greatest in PRO-supplemented heifers and the lowest in CON heifers. Heifers fed ENE had decreased CP digestibility compared to PRO and CON heifers. Average daily gain (ADG) and thoracic circumference gain were greatest in the PRO treatment. BCS was greater in PRO compared to CON and ENE heifers. Supplementing Holstein heifers at 0.5% BW using PRO supplementation resulted in better animal performance, primarily greater ADG, than feeding ENE or not supplementing (CON). In conclusion, our results indicate that dairy heifers should be fed a protein supplement when grazing intensively managed Mombaça grass pasture.