Critical illness is characterised by nutritional and metabolic disorders, resulting in increased muscle catabolism, fat-free mass loss, and hyperglycaemia. The objective of the nutritional support is to limit fat-free mass loss, which has negative consequences on clinical outcome and recovery. Early enteral nutrition is recommended by current guidelines as the first choice feeding route in ICU patients. However, enteral nutrition alone is frequently associated with insufficient coverage of the energy requirements, and subsequently energy deficit is correlated to worsened clinical outcome. Controlled trials have demonstrated that, in case of failure or contraindications to full enteral nutrition, parenteral nutrition administration on top of insufficient enteral nutrition within the first four days after admission could improve the clinical outcome, and may attenuate fat-free mass loss. Parenteral nutrition is cautious if all-in-one solutions are used, glycaemia controlled, and overnutrition avoided. Conversely, the systematic use of parenteral nutrition in the ICU patients without clear indication is not recommended during the first 48 hours. Specific methods, such as thigh ultra-sound imaging, 3rd lumbar vertebra-targeted computerised tomography and bioimpedance electrical analysis, may be helpful in the future to monitor fat-free mass during the ICU stay. Clinical studies are warranted to demonstrate whether an optimal nutritional management during the ICU stay promotes muscle mass and function, the recovery after critical illness and reduces the overall costs.