Athletes competing in ultra-endurance sports should manage nutritional issues, especially with regards to energy and fluid balance. An ultra-endurance race, considered a duration of at least 6 h, might induce the energy balance (i.e., energy deficit) in levels that could reach up to ~7000 kcal per day. Such a negative energy balance is a major health and performance concern as it leads to a decrease of both fat and skeletal muscle mass in events such as 24-h swimming, 6-day cycling or 17-day running. Sport anemia caused by heavy exercise and gastrointestinal discomfort, under hot or cold environmental conditions also needs to be considered as a major factor for health and performance in ultra-endurance sports. In addition, fluid losses from sweat can reach up to 2 L/h due to increased metabolic work during prolonged exercise and exercise under hot environments that might result in hypohydration. Athletes are at an increased risk for exercise-associated hyponatremia (EAH) and limb swelling when intake of fluids is greater than the volume lost. Optimal pre-race nutritional strategies should aim to increase fat utilization during exercise, and the consumption of fat-rich foods may be considered during the race, as well as carbohydrates, electrolytes, and fluid. Moreover, to reduce the risk of EAH, fluid intake should include sodium in the amounts of 10–25 mmol to reduce the risk of EAH and should be limited to 300–600 mL per hour of the race.