You want something with a higher fat content than "normal" feeds...also, is he out on pasture, in a stall??
Make sure he has access to hay 24/7 if he doesn't already
Has he been wormed recently?
After you find a feed that is suitable, gradually increase it (not all at once)
Beet pulp and chaff are great forages for horses that need some weight!
Oh, and make sure he's drinking enough water
I would suggest this feed if you can find it (or something similar): Triple Crown Nutrition - Senior Formula