We have performed a theoretical study of the effect of doping the half-Heusler alloy NiMnSb with the magnetic 3d metals Cr, Mn, Fe, Co, and Ni, with respect to both energetics and magnetic properties. Starting from the formation energies, we discuss the possibility of placing the dopant on different crystallographic positions in the alloy. We calculate total and local magnetic moments, effective exchange interactions, and density of states and also outline strategies to tune the magnetic properties of the alloy. Doping of NiMnSb with Cr as well as substituting some Ni with extra Mn have the largest impact on magnetic interactions in the system while preserving its half-metallic property. Therefore, we suggest the possibility that these dopants increase the thermal stability of half-metallicity in NiMnSb, with implications for its possible usage in spintronics applications.