Background: Insulin-like growth factor 1 (IGF-1) plays an important role in the complex association between nutrition, growth, and maturation in extremely and very preterm infants. Nevertheless, in this population, research on associations between IGF-1 and nutrition is limited. Therefore this study aimed to evaluate the possible associations between the course of IGF-1 levels and nutrient intake between preterm birth and 36 weeks postmenstrual age (PMA). Methods: 87 infants born between 24 and 32 weeks gestational age were followed up to 36 weeks PMA. Actual daily macronutrient intake was calculated, and growth was assessed weekly. IGF-1 was sampled from umbilical cord blood at birth and every other week thereafter. Results: There was an inverse relationship between the amount of parenteral nutrition in the second week of life and IGF-1. Total protein, fat, and carbohydrate intake, as well as total energy intake, primarily showed a positive association with IGF-1 levels, particularly between 30 and 33 weeks PMA. Gestational age, bronchopulmonary dysplasia (BPD), and weight were significant confounders in the association between nutrient intake and IGF-1 levels. Conclusion: Parenteral nutrition was found to be a negative predictor of IGF-1 levels, and there could potentially be a time frame in which macronutrient intake is unable to impact IGF-1 levels. Future research should aim to narrow down this time frame and to gain more insight into factors enhancing or decreasing the response of IGF-1 to nutrition, e.g., age and inflammatory state, to align nutritional interventions accordingly.