Undernutrition is a widespread problem in intensive care unit and is associated with a worse clinical outcome. A state of negative energy balance increases stress catabolism and is associated with increased morbidity and mortality in ICU patients. Undernutrition-related increased morbidity is correlated with an increase in the length of hospital stay and health care costs. Enteral nutrition is the recommended feeding route in critically ill patients, but it is often insufficient to cover the nutritional needs. The initiation of supplemental parenteral nutrition, when enteral nutrition is insufficient, could optimize the nutritional therapy by preventing the onset of early energy deficiency, and thus, could allow to reduce morbidity, length of stay and costs, shorten recovery period and, finally, improve quality of life.