This review emphasizes the role of a timely supplemental parenteral nutrition (PN) for critically ill patients. It contradicts the recommendations of current guidelines to avoid the use of PN, as it is associated with risk. Critical illness results in severe metabolic stress. During the early phase, inflammatory cytokines and mediators induce catabolism to meet the increased body energy demands by endogenous sources. This response is not suppressed by exogenous energy administration, and the early use of PN to reach the energy target leads to overfeeding. On the other hand, early and progressive enteral nutrition (EN) is less likely to cause overfeeding because of variable gastrointestinal tolerance, a factor frequently associated with significant energy deficit. Recent studies demonstrate that adequate feeding is beneficial during and after the intensive care unit (ICU) stay. Supplemental PN allows for timely adequate feeding, if sufficient precautions are taken to avoid overfeeding. Indirect calorimetry can precisely define the adequate energy prescription. Our pragmatic approach is to start early EN to progressively test the gut tolerance and add supplemental PN on day 3 or 4 after ICU admission, only if EN does not meet the measured energy target. We believe that supplemental PN plays a pivotal role in the achievement of adequate feeding in critically ill patients with intolerance to EN and does not cause harm if overfeeding is avoided by careful prescription, ideally based on energy expenditure measured by indirect calorimetry.