Recently, new guidelines for enteral feedings in premature infants were issued by the European Society of Pediatric Gastroenterology, Hepatology, and Nutrition Committee on Nutrition. Nevertheless, practice proves difficult to attain suggested intakes at all times, and occurrence of significant potential cumulative nutritional deficits ‘lies in wait’ in the neonatal intensive care unit. This review describes several aspects that are mandatory for optimizing nutritional intake in these vulnerable infants. These aspects range from optimal infrastructure to the initiation of parenteral nutrition with proper transition to enteral breast or formula feedings. Proper monitoring of nutritional tolerance includes serum biochemistry although proper specific markers are unknown and safety reference values are lacking. Although a lot of progress has been made through research during the last few decades, numerous questions still remain unanswered as to what would be the optimal quantity and quality of the various macronutrients. The inevitable suboptimal intake may, however, contribute significantly to the incidence of neonatal diseases, including impaired neurodevelopment. Therefore, it is pivotal that all hospital staff acknowledges that preterm birth is a nutritional emergency and that all must be done, both in clinical practice as well as in research, to reduce nutritional deficits.