The influence of critical illnesses on adverse outcomes in newborn infants seems to be mediated by nutritional intakes during the first week or few weeks of life. Changes in amounts and ratios of protein and energy, fat quality (medium chain triglycerides, and n-3 long-chain polyunsaturated fatty acids), maintaining normoglycemia during full or partial parenteral nutrition, rate of feeding advancements and avoidance of postnatal growth retardation represent the main items whose roles in critically ill preterm infants have been considered so far. In a condition such as extreme prematurity, feeding higher amounts of amino acids since the first day of life has been shown so far to be safe and effective in terms of metabolic balance, body growth and neurodevelopment outcome. In other clinical conditions and as far as other nutrients are concerned, available data are still limited and do not allow for firm conclusions in most cases.