First I would have your vet take a look at him and see what they think. It's best to keep them on the thin side (but not rail thin) to prevent joint problems. Also have the vet check for any parasites or other health issues. If he's healthy and your vet thinks he needs to gain weight try a preformance food which has a higher caloric value normally and will help keep the weight on him.
Once you have a vet check up, you might want to re-examine what you are feeding. Some dogs have such a high metabolism that they need a high performance food with a high protein level. What are you currently feeding?